+69.3%
KEY vs RSG
+2,015.2%
-1,945.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.7% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | -3.0% | +7.6% | -10.6% | -6.2% |
| 3M | +3.3% | +7.4% | -4.1% | -0.3% |
| 6M | +9.2% | -3.3% | +12.5% | +10.0% |
| YTD | +10.6% | +6.0% | +4.6% | +6.8% |
| 1Y | +20.4% | -3.7% | +24.1% | +21.0% |
| 3Y | +121.8% | +59.1% | +62.7% | +75.8% |
| 5Y | +41.1% | +89.0% | -47.9% | +2.5% |
| 10Y | +168.5% | +412.5% | -244.0% | +34.2% |
| All | +69.3% | +2,015.2% | -1,945.9% | -46.0% |
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