+66.6%
KEY vs RBRK
+130.3%
-63.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.8% | -3.5% | +1.7% | -1.3% |
| 30D | -3.3% | -8.3% | +5.0% | -2.6% |
| 3M | -0.2% | +24.7% | -24.9% | -3.7% |
| 6M | +12.1% | +58.9% | -46.8% | +3.5% |
| YTD | +8.4% | +16.3% | -7.8% | +4.5% |
| 1Y | +17.6% | +10.1% | +7.5% | +13.6% |
| All | +66.6% | +130.3% | -63.7% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling