-18.6%
KEYS vs RAM
-73.7%
+55.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -10.3% | +4.0% | -4.0% |
| 7D | -14.8% | -31.3% | +16.5% | -7.8% |
| 30D | -25.6% | -49.4% | +23.8% | -15.4% |
| 3M | -16.2% | -41.4% | +25.2% | -8.8% |
| All | -18.6% | -73.7% | +55.1% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling