+112.0%
KEY vs RL
+1,498.4%
-1,386.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.3% | +4.6% | +0.4% |
| 7D | -2.5% | -4.7% | +2.2% | -0.6% |
| 30D | +4.1% | +3.6% | +0.5% | +2.3% |
| 3M | -8.4% | +0.5% | -8.9% | -9.1% |
| 6M | -2.3% | +6.6% | -8.9% | -6.4% |
| YTD | +4.6% | +8.8% | -4.3% | -1.3% |
| 1Y | +24.6% | +21.8% | +2.8% | +11.7% |
| 3Y | +112.8% | +245.8% | -133.0% | +17.3% |
| 5Y | +12.9% | +230.0% | -217.0% | -37.5% |
| 10Y | +126.7% | +369.4% | -242.8% | +2.6% |
| All | +112.0% | +1,498.4% | -1,386.4% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling