+1,018.0%
KEYS vs RSG
+428.9%
+589.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -4.5% | +4.0% | -8.4% | -6.3% |
| 3M | -0.4% | +7.4% | -7.8% | -4.7% |
| 6M | +19.1% | +0.1% | +19.0% | +17.4% |
| YTD | +66.7% | +6.0% | +60.6% | +58.8% |
| 1Y | +96.5% | -3.0% | +99.4% | +95.8% |
| 3Y | +155.2% | +56.5% | +98.7% | +87.5% |
| 5Y | +88.0% | +90.9% | -2.9% | +20.7% |
| All | +1,018.0% | +428.9% | +589.1% | +278.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling