+196.2%
RDDT vs KEY
+61.0%
+135.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.2% |
| 7D | +3.3% | +2.7% | +0.5% | +1.7% |
| 30D | -7.6% | -3.2% | -4.4% | -5.5% |
| 3M | -12.7% | +1.0% | -13.7% | -13.3% |
| 6M | +7.2% | +11.9% | -4.7% | -0.5% |
| YTD | -35.0% | +8.7% | -43.7% | -39.0% |
| 1Y | -35.0% | +18.5% | -53.5% | -42.3% |
| All | +196.2% | +61.0% | +135.1% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling