+1,078.2%
KEY vs RRX
+3,904.5%
-2,826.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.2% | +3.4% | -1.2% | +0.6% |
| 30D | -3.0% | -11.1% | +8.1% | +2.3% |
| 3M | +3.3% | -23.7% | +27.1% | +14.2% |
| 6M | +9.2% | -22.0% | +31.2% | +17.1% |
| YTD | +10.6% | +16.5% | -5.8% | -3.2% |
| 1Y | +20.4% | +11.5% | +8.9% | +6.4% |
| 3Y | +121.8% | +1.5% | +120.3% | +93.9% |
| 5Y | +41.1% | +18.3% | +22.9% | +13.0% |
| 10Y | +168.5% | +209.8% | -41.3% | +42.3% |
| All | +1,078.2% | +3,904.5% | -2,826.3% | +308.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling