+14.5%
KEY vs RBA
+45.7%
-31.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +2.9% | +1.7% | +1.2% | +2.3% |
| 30D | +8.4% | +8.3% | +0.1% | +5.4% |
| 3M | -5.8% | +10.5% | -16.3% | -9.2% |
| 6M | +5.4% | -5.9% | +11.3% | +6.2% |
| YTD | +7.1% | -6.9% | +13.9% | +7.7% |
| 1Y | +26.8% | -4.9% | +31.7% | +26.6% |
| 3Y | +128.7% | +64.5% | +64.2% | +87.8% |
| All | +14.5% | +45.7% | -31.3% | +0.3% |
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