+113.6%
KEY vs RBA
+236.6%
-123.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.7% |
| 7D | -0.4% | +2.5% | -2.9% | -1.4% |
| 30D | +7.2% | +11.6% | -4.4% | +2.3% |
| 3M | -4.9% | +1.5% | -6.4% | -6.0% |
| 6M | +1.1% | -6.6% | +7.7% | +2.3% |
| YTD | +6.8% | -6.3% | +13.1% | +7.3% |
| 1Y | +23.3% | -4.0% | +27.2% | +22.5% |
| 3Y | +126.1% | +47.3% | +78.8% | +83.2% |
| 5Y | +15.2% | +47.7% | -32.5% | -9.4% |
| 10Y | +113.6% | +224.7% | -111.1% | -3.7% |
| All | +113.6% | +236.6% | -123.0% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling