-39.4%
RDDT vs KEY
+18.0%
-57.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.2% |
| 7D | +2.1% | -1.5% | +3.7% | +3.2% |
| 30D | +2.8% | -3.7% | +6.5% | +5.3% |
| 3M | -8.9% | -1.3% | -7.7% | -8.4% |
| 6M | +15.1% | +13.3% | +1.7% | +4.2% |
| YTD | -31.4% | +9.0% | -40.3% | -37.3% |
| 1Y | -39.4% | +18.7% | -58.1% | -48.8% |
| All | -39.4% | +18.0% | -57.4% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling