+124.3%
KEY vs RL
+1,366.2%
-1,241.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | -0.6% |
| 7D | +2.2% | -0.8% | +3.0% | +2.5% |
| 30D | -3.0% | -7.8% | +4.7% | +0.2% |
| 3M | +3.3% | -4.0% | +7.3% | +4.5% |
| 6M | +9.2% | -1.9% | +11.1% | +8.3% |
| YTD | +10.6% | -0.2% | +10.8% | +8.8% |
| 1Y | +20.4% | +10.7% | +9.7% | +12.7% |
| 3Y | +121.8% | +210.8% | -88.9% | +28.6% |
| 5Y | +41.1% | +238.2% | -197.1% | -22.8% |
| 10Y | +168.5% | +313.4% | -144.8% | +28.5% |
| All | +124.3% | +1,366.2% | -1,241.9% | -38.4% |
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