+1,058.3%
KEYS vs RY
+363.0%
+695.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.9% |
| 7D | +2.3% | +3.1% | -0.9% | +0.1% |
| 30D | -2.6% | -0.3% | -2.3% | -2.3% |
| 3M | -4.6% | +8.7% | -13.3% | -9.7% |
| 6M | +8.7% | +28.5% | -19.8% | -7.8% |
| YTD | +61.0% | +25.1% | +35.9% | +38.8% |
| 1Y | +96.0% | +46.3% | +49.7% | +52.7% |
| 3Y | +144.4% | +154.9% | -10.5% | +32.0% |
| 5Y | +80.5% | +140.3% | -59.8% | +1.3% |
| 10Y | +974.9% | +377.0% | +597.9% | +303.8% |
| All | +1,058.3% | +363.0% | +695.3% | +328.5% |
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 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