+75.2%
KEY vs RBA
+3,565.6%
-3,490.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +2.2% | -2.9% | +5.1% | +3.4% |
| 30D | -3.0% | -12.3% | +9.3% | +1.7% |
| 3M | +3.3% | -20.5% | +23.9% | +11.5% |
| 6M | +9.2% | -18.5% | +27.7% | +16.4% |
| YTD | +10.6% | -18.2% | +28.9% | +17.5% |
| 1Y | +20.4% | -27.5% | +47.9% | +33.8% |
| 3Y | +121.8% | +38.1% | +83.8% | +89.3% |
| 5Y | +41.1% | +44.8% | -3.7% | +14.6% |
| 10Y | +168.5% | +187.1% | -18.6% | +60.2% |
| All | +75.2% | +3,565.6% | -3,490.3% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling