+128.7%
KEY vs RMD
+69.3%
+59.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +2.9% | +2.1% | +0.8% | +2.5% |
| 30D | +8.4% | +2.1% | +6.4% | +7.9% |
| 3M | -5.8% | +6.2% | -12.0% | -7.1% |
| 6M | +5.4% | +19.4% | -13.9% | +1.1% |
| YTD | +7.1% | +0.5% | +6.5% | +6.4% |
| 1Y | +26.8% | -3.9% | +30.8% | +27.0% |
| 3Y | +128.7% | +72.5% | +56.1% | +69.1% |
| All | +128.7% | +69.3% | +59.3% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 3y: compounded portfolio wealth divided by compounded RMD 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…
3y analysis · Full analysis span regression · 6 months rolling