+65.3%
KEYS vs RL
+17.3%
+48.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | +16.7% | +2.4% | +14.4% | +15.8% |
| 30D | -17.8% | +4.6% | -22.4% | -18.9% |
| 3M | -14.2% | -1.1% | -13.1% | -13.7% |
| 6M | -15.9% | +16.5% | -32.4% | -21.4% |
| YTD | +49.7% | +11.4% | +38.3% | +41.0% |
| 1Y | +65.3% | +16.1% | +49.2% | +50.6% |
| All | +65.3% | +17.3% | +48.0% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling