+40.2%
KEYS vs RBRK
+46.1%
-5.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -11.1% | +2.3% | -7.6% |
| 7D | -21.0% | -20.9% | -0.1% | -19.1% |
| 30D | -32.8% | -15.9% | -16.9% | -31.6% |
| 3M | -22.4% | +24.7% | -47.1% | -23.2% |
| 6M | -26.8% | +85.1% | -111.9% | -31.6% |
| YTD | +28.3% | +38.3% | -10.0% | +21.5% |
| 1Y | +40.2% | +46.2% | -5.9% | +33.6% |
| All | +40.2% | +46.1% | -5.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling