+155.2%
KEYS vs RRX
+5.4%
+149.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +2.4% |
| 7D | +3.5% | -0.3% | +3.8% | +3.7% |
| 30D | -4.5% | -6.1% | +1.7% | -1.9% |
| 3M | -0.4% | -23.1% | +22.6% | +10.4% |
| 6M | +19.1% | -19.5% | +38.7% | +28.5% |
| YTD | +66.7% | +16.1% | +50.6% | +55.1% |
| 1Y | +96.5% | +12.9% | +83.5% | +83.8% |
| 3Y | +155.2% | +7.9% | +147.2% | +137.4% |
| All | +155.2% | +5.4% | +149.8% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling