+26.8%
KEY vs RL
+15.3%
+11.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +2.9% | +2.6% | +0.3% | +2.2% |
| 30D | +8.4% | +2.9% | +5.5% | +7.5% |
| 3M | -5.8% | 0.0% | -5.8% | -5.8% |
| 6M | +5.4% | +17.1% | -11.7% | -0.2% |
| YTD | +7.1% | +10.1% | -3.1% | +4.5% |
| 1Y | +26.8% | +17.3% | +9.5% | +21.0% |
| All | +26.8% | +15.3% | +11.5% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling