+19.1%
KEYS vs RSG
+0.4%
+18.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +4.6% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -4.5% | +4.0% | -8.4% | -1.0% |
| 3M | -0.4% | +7.4% | -7.8% | +5.9% |
| 6M | +19.1% | +0.1% | +19.0% | +19.7% |
| All | +19.1% | +0.4% | +18.7% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling