+124.0%
KEY vs RSG
+55.3%
+68.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +2.7% | -0.7% | +3.5% | +2.8% |
| 30D | -3.2% | +3.3% | -6.5% | -3.7% |
| 3M | +1.0% | +8.5% | -7.5% | -0.4% |
| 6M | +11.9% | -3.5% | +15.4% | +12.6% |
| YTD | +8.7% | +5.5% | +3.2% | +7.3% |
| 1Y | +18.5% | -1.7% | +20.2% | +18.8% |
| 3Y | +124.0% | +56.9% | +67.1% | +89.6% |
| All | +124.0% | +55.3% | +68.7% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling