+29.6%
KEY vs RBA
-2.0%
+31.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.0% |
| 7D | +1.7% | +12.7% | -11.0% | -1.3% |
| 30D | +6.8% | +15.5% | -8.8% | +2.9% |
| 3M | -5.8% | -14.0% | +8.2% | -2.3% |
| 6M | +1.4% | -8.8% | +10.3% | +2.2% |
| YTD | +7.5% | -6.9% | +14.4% | +5.9% |
| 1Y | +29.6% | -3.0% | +32.6% | +24.9% |
| All | +29.6% | -2.0% | +31.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling