+93.0%
KEY vs RL
+342.1%
-249.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +1.8% | +2.4% | -0.6% | +0.5% |
| 30D | +7.1% | +4.6% | +2.6% | +4.4% |
| 3M | -5.9% | -1.1% | -4.8% | -6.0% |
| 6M | +2.2% | +16.5% | -14.3% | -7.4% |
| YTD | +6.4% | +11.4% | -5.0% | -2.2% |
| 1Y | +24.8% | +16.1% | +8.7% | +12.0% |
| 3Y | +125.2% | +252.6% | -127.4% | +5.2% |
| 5Y | +13.0% | +244.9% | -231.9% | -48.1% |
| All | +93.0% | +342.1% | -249.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling