+360.5%
RCL vs KEY
+107.2%
+253.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.7% |
| 7D | +0.6% | -0.5% | +1.1% | +1.0% |
| 30D | +19.4% | +6.7% | +12.7% | +14.3% |
| 3M | +9.8% | -4.6% | +14.4% | +13.1% |
| 6M | +28.6% | +2.6% | +26.1% | +25.6% |
| YTD | +22.2% | +7.0% | +15.2% | +15.9% |
| 1Y | +29.7% | +23.5% | +6.3% | +11.4% |
| 3Y | +265.3% | +126.4% | +138.9% | +98.1% |
| 5Y | +301.8% | +13.0% | +288.7% | +235.8% |
| 10Y | +360.5% | +99.5% | +261.0% | +154.0% |
| All | +360.5% | +107.2% | +253.3% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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