+93.0%
KEY vs RBA
+204.3%
-111.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +1.8% | -0.5% | +2.3% | +2.0% |
| 30D | +7.1% | +6.8% | +0.3% | +4.1% |
| 3M | -5.9% | +9.5% | -15.4% | -9.8% |
| 6M | +2.2% | -8.2% | +10.4% | +4.2% |
| YTD | +6.4% | -7.7% | +14.1% | +7.6% |
| 1Y | +24.8% | -6.9% | +31.7% | +25.6% |
| 3Y | +125.2% | +61.6% | +63.6% | +75.7% |
| 5Y | +13.0% | +44.7% | -31.8% | -10.3% |
| All | +93.0% | +204.3% | -111.3% | -12.1% |
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