+276.4%
RCL vs KEY
+118.7%
+157.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +1.4% |
| 7D | +5.0% | -0.4% | +5.3% | +5.3% |
| 30D | +19.4% | +7.2% | +12.2% | +14.6% |
| 3M | +5.9% | -4.9% | +10.8% | +9.1% |
| 6M | +23.8% | +1.1% | +22.7% | +22.4% |
| YTD | +22.8% | +6.8% | +16.0% | +17.5% |
| 1Y | +34.3% | +23.3% | +11.0% | +17.7% |
| 3Y | +276.4% | +126.1% | +150.4% | +168.7% |
| All | +276.4% | +118.7% | +157.7% | +168.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling