+931.7%
KEYS vs RL
+223.0%
+708.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -4.5% | +1.3% | -5.8% | -4.8% |
| 30D | -23.9% | +7.6% | -31.5% | -25.6% |
| 3M | -13.1% | -1.5% | -11.6% | -13.0% |
| 6M | -19.1% | +12.1% | -31.2% | -22.7% |
| YTD | +43.4% | +13.9% | +29.5% | +36.3% |
| 1Y | +58.8% | +20.7% | +38.2% | +48.4% |
| 3Y | +134.6% | +260.6% | -126.0% | +58.8% |
| 5Y | +58.7% | +248.9% | -190.1% | +6.0% |
| 10Y | +759.0% | +355.9% | +403.1% | +403.1% |
| All | +931.7% | +223.0% | +708.7% | +528.5% |
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 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