+129.7%
KEYS vs RBRK
+124.5%
+5.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.4% |
| 7D | +3.5% | -7.5% | +11.0% | +4.8% |
| 30D | -4.5% | -10.4% | +5.9% | -3.1% |
| 3M | -0.4% | +21.3% | -21.7% | -4.9% |
| 6M | +19.1% | +50.6% | -31.5% | +7.5% |
| YTD | +66.7% | +13.3% | +53.4% | +58.1% |
| 1Y | +96.5% | +11.2% | +85.2% | +85.7% |
| All | +129.7% | +124.5% | +5.2% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling