+774.2%
KEYS vs RL
+342.1%
+432.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | +16.7% | +2.4% | +14.4% | +15.9% |
| 30D | -17.8% | +4.6% | -22.4% | -19.1% |
| 3M | -14.2% | -1.1% | -13.1% | -14.1% |
| 6M | -15.9% | +16.5% | -32.4% | -20.8% |
| YTD | +49.7% | +11.4% | +38.3% | +42.7% |
| 1Y | +65.3% | +16.1% | +49.2% | +55.5% |
| 3Y | +144.9% | +252.6% | -107.8% | +61.8% |
| 5Y | +63.0% | +244.9% | -181.9% | +5.7% |
| All | +774.2% | +342.1% | +432.1% | +405.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling