+976.9%
KEYS vs RBA
+420.0%
+556.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +16.7% | -0.5% | +17.3% | +16.9% |
| 30D | -17.8% | +6.8% | -24.7% | -19.4% |
| 3M | -14.2% | +9.5% | -23.6% | -16.6% |
| 6M | -15.9% | -8.2% | -7.7% | -15.0% |
| YTD | +49.7% | -7.7% | +57.5% | +50.4% |
| 1Y | +65.3% | -6.9% | +72.2% | +65.6% |
| 3Y | +144.9% | +61.6% | +83.2% | +110.4% |
| 5Y | +63.0% | +44.7% | +18.3% | +40.7% |
| 10Y | +780.0% | +205.3% | +574.7% | +509.6% |
| All | +976.9% | +420.0% | +556.9% | +552.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling