+105.3%
KEY vs RY
+354.4%
-249.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +1.6% |
| 7D | +0.5% | -0.6% | +1.1% | +1.2% |
| 30D | +6.9% | +6.1% | +0.7% | -0.8% |
| 3M | -5.0% | -3.4% | -1.6% | -1.2% |
| 6M | +0.7% | +12.8% | -12.1% | -13.8% |
| YTD | +6.5% | +21.0% | -14.6% | -16.8% |
| 1Y | +22.6% | +40.5% | -17.8% | -20.7% |
| 3Y | +125.3% | +159.9% | -34.5% | -36.0% |
| 5Y | +13.9% | +125.0% | -111.1% | -60.2% |
| 10Y | +105.3% | +350.6% | -245.2% | -60.8% |
| All | +105.3% | +354.4% | -249.0% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling