+145.4%
KEYS vs RMD
+50.8%
+94.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +0.9% | -4.2% | +5.1% | +1.7% |
| 30D | -5.3% | -2.1% | -3.2% | -5.0% |
| 3M | +0.5% | +13.8% | -13.3% | -2.9% |
| 6M | +14.0% | -10.6% | +24.7% | +17.1% |
| YTD | +60.3% | -8.1% | +68.4% | +62.5% |
| 1Y | +91.3% | -18.0% | +109.3% | +100.3% |
| All | +145.4% | +50.8% | +94.6% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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