+190.3%
RDDT vs KEY
+60.6%
+129.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -7.4% | -0.3% | -7.1% | -7.2% |
| 30D | -7.7% | -3.3% | -4.5% | -5.6% |
| 3M | -17.8% | -0.7% | -17.0% | -17.5% |
| 6M | +5.5% | +12.5% | -7.1% | -2.5% |
| YTD | -36.3% | +8.4% | -44.7% | -40.1% |
| 1Y | -39.0% | +18.4% | -57.5% | -45.8% |
| All | +190.3% | +60.6% | +129.8% | +115.3% |
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 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