+260.8%
KEY vs RY
+11,602.4%
-11,341.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | -1.2% |
| 7D | +1.7% | +2.5% | -0.8% | -0.6% |
| 30D | +6.8% | +8.4% | -1.7% | -0.8% |
| 3M | -5.8% | +1.2% | -7.0% | -7.0% |
| 6M | +1.4% | +19.4% | -17.9% | -13.7% |
| YTD | +7.5% | +25.4% | -17.9% | -12.6% |
| 1Y | +29.6% | +46.7% | -17.1% | -8.7% |
| 3Y | +118.8% | +168.6% | -49.9% | -11.3% |
| 5Y | +16.8% | +132.3% | -115.4% | -44.6% |
| 10Y | +133.0% | +385.7% | -252.6% | -36.4% |
| All | +260.8% | +11,602.4% | -11,341.6% | -80.3% |
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