+64.7%
KEY vs RBA
+4,003.4%
-3,938.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -1.3% | +4.3% | -5.5% | -2.9% |
| 30D | +5.1% | +16.3% | -11.2% | -1.0% |
| 3M | -7.1% | +1.3% | -8.4% | -8.0% |
| 6M | -4.4% | -11.1% | +6.7% | -1.4% |
| YTD | +4.0% | -8.5% | +12.5% | +5.5% |
| 1Y | +23.4% | -2.1% | +25.5% | +22.0% |
| 3Y | +113.9% | +44.6% | +69.3% | +79.0% |
| 5Y | +12.3% | +36.8% | -24.5% | -6.6% |
| 10Y | +125.5% | +227.3% | -101.8% | +27.8% |
| All | +64.7% | +4,003.4% | -3,938.7% | -51.9% |
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