+175.6%
RCL vs KEY
+122.6%
+52.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -5.1% | +2.2% | -7.3% | -6.3% |
| 30D | -19.0% | -3.0% | -16.0% | -17.5% |
| 3M | -9.6% | +3.3% | -12.9% | -11.6% |
| 6M | -6.7% | +9.2% | -15.9% | -11.8% |
| YTD | -3.9% | +10.6% | -14.6% | -9.9% |
| 1Y | -25.1% | +20.4% | -45.5% | -33.3% |
| All | +175.6% | +122.6% | +52.9% | +81.8% |
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