+136.3%
KEYS vs RL
+262.6%
-126.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -4.5% | +1.3% | -5.8% | -5.0% |
| 30D | -23.9% | +7.6% | -31.5% | -26.0% |
| 3M | -13.1% | -1.5% | -11.6% | -12.8% |
| 6M | -19.1% | +12.1% | -31.2% | -23.8% |
| YTD | +43.4% | +13.9% | +29.5% | +33.6% |
| 1Y | +58.8% | +20.7% | +38.2% | +44.3% |
| All | +136.3% | +262.6% | -126.3% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling