+212.8%
RDDT vs KEY
+61.4%
+151.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | +2.1% | -1.5% | +3.7% | +3.1% |
| 30D | +2.8% | -3.7% | +6.5% | +5.4% |
| 3M | -8.9% | -1.3% | -7.7% | -8.3% |
| 6M | +15.1% | +13.3% | +1.7% | +6.0% |
| YTD | -31.4% | +9.0% | -40.3% | -35.6% |
| 1Y | -39.4% | +18.7% | -58.1% | -46.3% |
| All | +212.8% | +61.4% | +151.4% | +131.3% |
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