+169.3%
KEY vs RRX
+210.7%
-41.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.2% |
| 7D | -0.3% | -0.7% | +0.4% | +0.1% |
| 30D | -3.3% | -8.0% | +4.7% | +1.3% |
| 3M | -0.7% | -25.1% | +24.3% | +13.1% |
| 6M | +12.5% | -18.3% | +30.8% | +18.3% |
| YTD | +8.4% | +14.2% | -5.7% | -9.8% |
| 1Y | +18.4% | +13.0% | +5.4% | -2.4% |
| 3Y | +123.3% | +4.2% | +119.1% | +77.5% |
| 5Y | +38.8% | +17.9% | +20.9% | -5.0% |
| 10Y | +169.3% | +220.4% | -51.1% | -13.2% |
| All | +169.3% | +210.7% | -41.4% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling