+20.4%
KEY vs RBRK
+6.4%
+14.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +2.2% | +0.7% | +1.5% | +2.2% |
| 30D | -3.0% | +10.4% | -13.5% | -3.4% |
| 3M | +3.3% | +21.6% | -18.3% | +2.6% |
| 6M | +9.2% | +70.7% | -61.5% | +6.4% |
| YTD | +10.6% | +22.5% | -11.8% | +8.7% |
| 1Y | +20.4% | +8.2% | +12.2% | +18.1% |
| All | +20.4% | +6.4% | +14.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling