+38.8%
KEY vs RRX
+16.5%
+22.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.7% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | -3.3% | -8.0% | +4.7% | 0.0% |
| 3M | -0.7% | -25.1% | +24.3% | +9.1% |
| 6M | +12.5% | -18.3% | +30.8% | +17.0% |
| YTD | +8.4% | +14.2% | -5.7% | -5.2% |
| 1Y | +18.4% | +13.0% | +5.4% | +3.0% |
| 3Y | +123.3% | +4.2% | +119.1% | +94.9% |
| 5Y | +38.8% | +17.9% | +20.9% | +15.2% |
| All | +38.8% | +16.5% | +22.3% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling