+119.4%
KEYS vs RY
+155.6%
-36.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +5.4% |
| 7D | -11.4% | -0.9% | -10.5% | -10.9% |
| 30D | -28.7% | +5.9% | -34.5% | -31.7% |
| 3M | -19.2% | -4.3% | -15.0% | -16.5% |
| 6M | -25.8% | +12.1% | -37.9% | -32.3% |
| YTD | +33.9% | +20.3% | +13.7% | +15.4% |
| 1Y | +47.1% | +41.0% | +6.1% | +12.6% |
| 3Y | +119.4% | +157.5% | -38.1% | +15.5% |
| All | +119.4% | +155.6% | -36.2% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling