+83.1%
KEYS vs RL
+233.3%
-150.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.6% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | -1.3% | -17.5% | +16.2% | +6.2% |
| 3M | -0.1% | -14.0% | +13.9% | +5.2% |
| 6M | +17.4% | -2.0% | +19.3% | +16.3% |
| YTD | +62.9% | -4.6% | +67.5% | +63.0% |
| 1Y | +95.7% | +9.5% | +86.2% | +85.0% |
| 3Y | +150.2% | +200.5% | -50.3% | +54.8% |
| 5Y | +83.1% | +226.3% | -143.2% | +4.4% |
| All | +83.1% | +233.3% | -150.2% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling