+64.5%
KEYS vs RBA
+47.4%
+17.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | +6.9% | +0.6% | +6.3% | +6.7% |
| 30D | -19.1% | +9.0% | -28.0% | -21.2% |
| 3M | -11.1% | +7.2% | -18.2% | -13.2% |
| 6M | -16.6% | -7.8% | -8.8% | -15.6% |
| YTD | +50.4% | -6.4% | +56.8% | +50.5% |
| 1Y | +67.5% | -4.2% | +71.7% | +66.2% |
| 3Y | +146.0% | +64.1% | +81.9% | +104.7% |
| 5Y | +64.5% | +48.4% | +16.1% | +43.6% |
| All | +64.5% | +47.4% | +17.2% | +43.6% |
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