+125.3%
KEY vs RY
+160.5%
-35.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +1.8% |
| 7D | +0.5% | -0.6% | +1.1% | +1.0% |
| 30D | +6.9% | +6.1% | +0.7% | +1.5% |
| 3M | -5.0% | -3.4% | -1.6% | -2.2% |
| 6M | +0.7% | +12.8% | -12.1% | -9.5% |
| YTD | +6.5% | +21.0% | -14.6% | -10.1% |
| 1Y | +22.6% | +40.5% | -17.8% | -9.3% |
| 3Y | +125.3% | +159.9% | -34.5% | -18.2% |
| All | +125.3% | +160.5% | -35.2% | -18.2% |
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