+123.6%
KEY vs RY
+154.9%
-31.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.9% |
| 7D | +2.2% | +3.1% | -0.9% | -0.7% |
| 30D | -3.0% | -0.3% | -2.7% | -2.8% |
| 3M | +3.3% | +8.7% | -5.3% | -4.6% |
| 6M | +9.2% | +28.5% | -19.3% | -13.9% |
| YTD | +10.6% | +25.1% | -14.5% | -10.5% |
| 1Y | +20.4% | +46.3% | -25.9% | -16.2% |
| All | +123.6% | +154.9% | -31.3% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling