+755.4%
KEYS vs RBA
+207.2%
+548.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | +9.4% | +1.7% | +7.6% | +8.9% |
| 30D | -16.8% | +8.3% | -25.1% | -18.9% |
| 3M | -15.9% | +10.5% | -26.4% | -18.7% |
| 6M | -17.6% | -5.9% | -11.7% | -17.3% |
| YTD | +46.5% | -6.9% | +53.4% | +46.7% |
| 1Y | +66.9% | -4.9% | +71.7% | +66.0% |
| 3Y | +141.4% | +64.5% | +76.9% | +102.9% |
| 5Y | +59.5% | +46.1% | +13.4% | +35.0% |
| All | +755.4% | +207.2% | +548.2% | +458.5% |
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