+975.1%
KEYS vs RBA
+195.3%
+779.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +0.9% | -3.3% | +4.2% | +1.9% |
| 30D | -5.3% | -9.8% | +4.5% | -2.6% |
| 3M | +0.5% | -23.5% | +24.0% | +7.7% |
| 6M | +14.0% | -21.5% | +35.6% | +21.1% |
| YTD | +60.3% | -21.2% | +81.4% | +69.1% |
| 1Y | +91.3% | -30.2% | +121.5% | +109.4% |
| 3Y | +146.1% | +25.3% | +120.8% | +123.8% |
| 5Y | +80.8% | +35.1% | +45.7% | +56.5% |
| All | +975.1% | +195.3% | +779.9% | +598.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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 · 6 months rolling