+1,018.0%
KEYS vs RRX
+228.4%
+789.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +2.3% |
| 7D | +3.5% | -0.3% | +3.8% | +3.7% |
| 30D | -4.5% | -6.1% | +1.7% | -1.7% |
| 3M | -0.4% | -23.1% | +22.6% | +11.0% |
| 6M | +19.1% | -19.5% | +38.7% | +29.0% |
| YTD | +66.7% | +16.1% | +50.6% | +52.5% |
| 1Y | +96.5% | +12.9% | +83.5% | +80.8% |
| 3Y | +155.2% | +7.9% | +147.2% | +127.7% |
| 5Y | +88.0% | +19.1% | +68.9% | +55.1% |
| All | +1,018.0% | +228.4% | +789.6% | +412.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling