+271.4%
KEY vs RY
+11,573.6%
-11,302.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.9% |
| 7D | +2.2% | +3.1% | -0.9% | -0.6% |
| 30D | -3.0% | -0.3% | -2.7% | -2.8% |
| 3M | +3.3% | +8.7% | -5.3% | -4.3% |
| 6M | +9.2% | +28.5% | -19.3% | -13.1% |
| YTD | +10.6% | +25.1% | -14.5% | -9.8% |
| 1Y | +20.4% | +46.3% | -25.9% | -14.9% |
| 3Y | +121.8% | +154.9% | -33.1% | -5.3% |
| 5Y | +41.1% | +140.3% | -99.2% | -35.0% |
| 10Y | +168.5% | +377.0% | -208.5% | -25.6% |
| All | +271.4% | +11,573.6% | -11,302.3% | -79.7% |
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