+931.7%
KEYS vs RY
+347.8%
+583.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +6.7% |
| 7D | -4.5% | -0.6% | -3.9% | -4.2% |
| 30D | -23.9% | +6.1% | -30.0% | -26.9% |
| 3M | -13.1% | -3.4% | -9.7% | -11.2% |
| 6M | -19.1% | +12.8% | -31.9% | -25.5% |
| YTD | +43.4% | +21.0% | +22.4% | +26.2% |
| 1Y | +58.8% | +40.5% | +18.4% | +26.8% |
| 3Y | +134.6% | +159.9% | -25.3% | +25.2% |
| 5Y | +58.7% | +125.0% | -66.2% | -7.3% |
| 10Y | +759.0% | +350.6% | +408.4% | +232.9% |
| All | +931.7% | +347.8% | +583.9% | +289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling