+251.0%
KEY vs RY
+11,266.1%
-11,015.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -0.1% |
| 7D | -2.5% | -1.1% | -1.4% | -1.5% |
| 30D | +4.1% | +4.4% | -0.4% | 0.0% |
| 3M | -8.4% | -2.9% | -5.4% | -5.9% |
| 6M | -2.3% | +15.6% | -17.9% | -14.4% |
| YTD | +4.6% | +21.8% | -17.3% | -12.7% |
| 1Y | +24.6% | +42.6% | -18.0% | -9.9% |
| 3Y | +112.8% | +160.9% | -48.1% | -11.4% |
| 5Y | +12.9% | +126.1% | -113.2% | -45.1% |
| 10Y | +126.7% | +371.7% | -245.0% | -36.5% |
| All | +251.0% | +11,266.1% | -11,015.1% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling