+96.0%
KEYS vs RSG
-3.6%
+99.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +0.8% |
| 7D | +2.3% | +0.3% | +2.0% | +2.5% |
| 30D | -2.6% | +7.6% | -10.2% | +1.7% |
| 3M | -4.6% | +7.4% | -12.1% | -0.6% |
| 6M | +8.7% | -3.3% | +12.0% | +11.2% |
| YTD | +61.0% | +6.0% | +55.0% | +68.5% |
| 1Y | +96.0% | -3.7% | +99.7% | +107.5% |
| All | +96.0% | -3.6% | +99.6% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling