+12.2%
KEY vs RL
+226.8%
-214.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | +0.1% |
| 7D | -1.3% | -4.2% | +2.9% | +0.5% |
| 30D | +5.1% | +4.3% | +0.9% | +2.9% |
| 3M | -7.1% | -4.6% | -2.5% | -5.6% |
| 6M | -4.4% | +1.7% | -6.1% | -6.7% |
| YTD | +4.0% | +7.3% | -3.3% | -1.8% |
| 1Y | +23.4% | +20.8% | +2.6% | +9.6% |
| 3Y | +113.9% | +247.0% | -133.1% | +3.2% |
| All | +12.2% | +226.8% | -214.6% | -43.9% |
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