+115.0%
KEY vs RBA
+44.2%
+70.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -2.5% | +7.3% | -9.8% | -4.6% |
| 30D | +4.1% | +16.9% | -12.9% | -1.1% |
| 3M | -8.4% | -0.5% | -7.9% | -8.4% |
| 6M | -2.3% | -10.4% | +8.1% | 0.0% |
| YTD | +4.6% | -7.2% | +11.8% | +5.1% |
| 1Y | +24.6% | -2.2% | +26.8% | +22.7% |
| All | +115.0% | +44.2% | +70.8% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling