+400.0%
RCL vs KEYS
+1,095.1%
-695.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.2% |
| 7D | -0.5% | +4.4% | -4.9% | -2.6% |
| 30D | -17.3% | -2.2% | -15.1% | -16.8% |
| 3M | -2.8% | +0.5% | -3.3% | -4.6% |
| 6M | -4.4% | +22.4% | -26.8% | -15.8% |
| YTD | -4.2% | +64.1% | -68.3% | -29.1% |
| 1Y | -23.4% | +97.0% | -120.3% | -49.0% |
| 3Y | +179.4% | +152.0% | +27.4% | +59.3% |
| 5Y | +238.8% | +83.7% | +155.0% | +124.6% |
| 10Y | +350.2% | +997.9% | -647.7% | +34.1% |
| All | +400.0% | +1,095.1% | -695.0% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling