+117.9%
KEY vs RY
+360.6%
-242.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +1.0% |
| 7D | -1.3% | -0.9% | -0.4% | -0.3% |
| 30D | +5.1% | +5.9% | -0.7% | -2.1% |
| 3M | -7.1% | -4.3% | -2.8% | -2.3% |
| 6M | -4.4% | +12.1% | -16.5% | -17.5% |
| YTD | +4.0% | +20.3% | -16.2% | -18.1% |
| 1Y | +23.4% | +41.0% | -17.6% | -20.6% |
| 3Y | +113.9% | +157.5% | -43.6% | -38.6% |
| 5Y | +12.3% | +123.2% | -110.9% | -60.3% |
| All | +117.9% | +360.6% | -242.7% | -58.5% |
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