+67.5%
KEY vs RBRK
+124.5%
-57.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | -1.5% | -7.5% | +6.0% | -0.6% |
| 30D | -3.7% | -10.4% | +6.7% | -2.7% |
| 3M | -1.3% | +21.3% | -22.5% | -4.4% |
| 6M | +13.3% | +50.6% | -37.3% | +5.4% |
| YTD | +9.0% | +13.3% | -4.3% | +5.4% |
| 1Y | +18.7% | +11.2% | +7.4% | +14.2% |
| All | +67.5% | +124.5% | -57.0% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling