+172.9%
KEY vs RBA
+187.5%
-14.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +2.2% | -2.9% | +5.1% | +3.5% |
| 30D | -3.0% | -12.3% | +9.3% | +2.2% |
| 3M | +3.3% | -20.5% | +23.9% | +12.2% |
| 6M | +9.2% | -18.5% | +27.7% | +17.0% |
| YTD | +10.6% | -18.2% | +28.9% | +17.9% |
| 1Y | +20.4% | -27.5% | +47.9% | +35.0% |
| 3Y | +121.8% | +38.1% | +83.8% | +84.6% |
| 5Y | +41.1% | +44.8% | -3.7% | +10.5% |
| All | +172.9% | +187.5% | -14.7% | +29.7% |
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