+333.1%
RCL vs KEYS
+1,049.9%
-716.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -1.6% |
| 7D | -1.9% | +3.5% | -5.4% | -3.7% |
| 30D | -15.5% | -4.5% | -11.1% | -13.9% |
| 3M | -9.7% | -0.4% | -9.3% | -11.1% |
| 6M | -8.7% | +19.1% | -27.9% | -18.7% |
| YTD | -5.8% | +66.7% | -72.4% | -31.5% |
| 1Y | -24.5% | +96.5% | -120.9% | -50.3% |
| 3Y | +173.9% | +155.2% | +18.8% | +52.0% |
| 5Y | +228.0% | +88.0% | +140.0% | +111.0% |
| All | +333.1% | +1,049.9% | -716.8% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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