+12.2%
KEY vs RBA
+37.7%
-25.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | -1.3% | +4.3% | -5.5% | -2.7% |
| 30D | +5.1% | +16.3% | -11.2% | -0.3% |
| 3M | -7.1% | +1.3% | -8.4% | -7.9% |
| 6M | -4.4% | -11.1% | +6.7% | -1.7% |
| YTD | +4.0% | -8.5% | +12.5% | +5.3% |
| 1Y | +23.4% | -2.1% | +25.5% | +21.8% |
| 3Y | +113.9% | +44.6% | +69.3% | +83.3% |
| All | +12.2% | +37.7% | -25.4% | -1.3% |
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