+63.8%
KEY vs RSG
+2,310.6%
-2,246.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.9% | +2.5% | +0.4% | +1.8% |
| 30D | +8.4% | +12.7% | -4.3% | +2.7% |
| 3M | -5.8% | +17.9% | -23.7% | -12.6% |
| 6M | +5.4% | +25.0% | -19.5% | -5.0% |
| YTD | +7.1% | +20.8% | -13.8% | -2.6% |
| 1Y | +26.8% | +24.3% | +2.5% | +13.8% |
| 3Y | +128.7% | +65.3% | +63.4% | +78.2% |
| 5Y | +13.6% | +99.1% | -85.4% | -19.3% |
| 10Y | +99.7% | +452.4% | -352.7% | -4.0% |
| All | +63.8% | +2,310.6% | -2,246.8% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling