+1,058.3%
KEYS vs RBA
+360.9%
+697.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +2.3% | -2.9% | +5.2% | +3.1% |
| 30D | -2.6% | -12.3% | +9.7% | +0.6% |
| 3M | -4.6% | -20.5% | +15.9% | +0.6% |
| 6M | +8.7% | -18.5% | +27.3% | +13.7% |
| YTD | +61.0% | -18.2% | +79.3% | +67.6% |
| 1Y | +96.0% | -27.5% | +123.5% | +110.8% |
| 3Y | +144.4% | +38.1% | +106.3% | +119.0% |
| 5Y | +80.5% | +44.8% | +35.7% | +56.3% |
| 10Y | +974.9% | +187.1% | +787.8% | +663.9% |
| All | +1,058.3% | +360.9% | +697.4% | +626.8% |
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