+755.4%
KEYS vs RY
+351.1%
+404.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | +9.4% | +0.6% | +8.8% | +9.0% |
| 30D | -16.8% | +5.0% | -21.8% | -19.7% |
| 3M | -15.9% | -5.3% | -10.6% | -12.6% |
| 6M | -17.6% | +13.8% | -31.4% | -25.0% |
| YTD | +46.5% | +21.0% | +25.6% | +27.8% |
| 1Y | +66.9% | +40.5% | +26.4% | +31.3% |
| 3Y | +141.4% | +159.7% | -18.3% | +23.4% |
| 5Y | +59.5% | +124.3% | -64.8% | -10.1% |
| All | +755.4% | +351.1% | +404.3% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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