+15.2%
KEY vs RL
+240.9%
-225.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.8% | -3.1% | 0.0% |
| 7D | -0.4% | +0.2% | -0.6% | -0.7% |
| 30D | +7.2% | +7.3% | -0.1% | +3.5% |
| 3M | -4.9% | +1.0% | -5.9% | -5.9% |
| 6M | +1.1% | +11.8% | -10.7% | -5.6% |
| YTD | +6.8% | +13.6% | -6.8% | -1.7% |
| 1Y | +23.3% | +24.0% | -0.8% | +8.3% |
| 3Y | +126.1% | +256.6% | -130.5% | +8.1% |
| 5Y | +15.2% | +240.2% | -225.0% | -43.8% |
| All | +15.2% | +240.9% | -225.7% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling