+83.7%
KEYS vs RY
+140.3%
-56.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.5% |
| 7D | +4.4% | +2.7% | +1.7% | +2.2% |
| 30D | -2.2% | -1.0% | -1.2% | -1.3% |
| 3M | +0.5% | +7.6% | -7.1% | -5.1% |
| 6M | +22.4% | +29.5% | -7.1% | 0.0% |
| YTD | +64.1% | +24.2% | +39.9% | +38.3% |
| 1Y | +97.0% | +46.4% | +50.6% | +46.6% |
| 3Y | +152.0% | +159.4% | -7.4% | +19.8% |
| 5Y | +83.7% | +141.8% | -58.1% | -8.9% |
| All | +83.7% | +140.3% | -56.5% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling