+20.4%
KEY vs RSG
-3.6%
+24.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.3% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | -3.0% | +7.6% | -10.6% | -3.0% |
| 3M | +3.3% | +7.4% | -4.1% | +3.4% |
| 6M | +9.2% | -3.3% | +12.5% | +9.2% |
| YTD | +10.6% | +6.0% | +4.6% | +9.5% |
| 1Y | +20.4% | -3.7% | +24.1% | +21.7% |
| All | +20.4% | -3.6% | +24.0% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling