+83.7%
KEYS vs RBA
+44.6%
+39.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.5% |
| 7D | +4.4% | -1.1% | +5.5% | +4.7% |
| 30D | -2.2% | -13.2% | +11.0% | +1.7% |
| 3M | +0.5% | -21.4% | +21.9% | +6.9% |
| 6M | +22.4% | -20.9% | +43.3% | +29.6% |
| YTD | +64.1% | -19.9% | +83.9% | +72.2% |
| 1Y | +97.0% | -28.7% | +125.6% | +114.7% |
| 3Y | +152.0% | +27.4% | +124.6% | +126.7% |
| 5Y | +83.7% | +41.7% | +42.0% | +48.1% |
| All | +83.7% | +44.6% | +39.1% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling