+13.9%
KEY vs RBA
+48.5%
-34.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +0.5% | +3.2% | -2.7% | -0.5% |
| 30D | +6.9% | +12.0% | -5.2% | +2.7% |
| 3M | -5.0% | +2.9% | -7.9% | -6.3% |
| 6M | +0.7% | -6.3% | +7.0% | +1.6% |
| YTD | +6.5% | -5.9% | +12.3% | +6.7% |
| 1Y | +22.6% | -3.9% | +26.5% | +21.9% |
| 3Y | +125.3% | +64.9% | +60.4% | +85.0% |
| 5Y | +13.9% | +48.5% | -34.6% | -1.0% |
| All | +13.9% | +48.5% | -34.5% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling