-22.5%
KEYS vs RAM
-81.3%
+58.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.2% | -0.8% | +3.2% |
| 7D | -11.4% | -37.4% | +26.0% | -2.8% |
| 30D | -28.7% | -62.0% | +33.4% | -14.2% |
| 3M | -19.2% | -52.2% | +33.0% | -8.4% |
| All | -22.5% | -81.3% | +58.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 10y: compounded portfolio wealth divided by compounded RAM 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…
10y analysis · Full analysis span regression · Available span rolling