+1,058.3%
KEYS vs RL
+183.1%
+875.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.8% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | -2.6% | -7.8% | +5.1% | -0.5% |
| 3M | -4.6% | -4.0% | -0.6% | -3.9% |
| 6M | +8.7% | -1.9% | +10.6% | +8.3% |
| YTD | +61.0% | -0.2% | +61.2% | +59.4% |
| 1Y | +96.0% | +10.7% | +85.3% | +88.0% |
| 3Y | +144.4% | +210.8% | -66.4% | +72.9% |
| 5Y | +80.5% | +238.2% | -157.7% | +22.1% |
| 10Y | +974.9% | +313.4% | +661.6% | +551.4% |
| All | +1,058.3% | +183.1% | +875.2% | +634.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling