-39.4%
RDDT vs KEYS
+97.6%
-137.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.8% |
| 7D | +2.1% | +3.5% | -1.4% | +1.4% |
| 30D | +2.8% | -4.5% | +7.3% | +3.7% |
| 3M | -8.9% | -0.4% | -8.5% | -9.6% |
| 6M | +15.1% | +19.1% | -4.1% | +6.3% |
| YTD | -31.4% | +66.7% | -98.0% | -48.8% |
| 1Y | -39.4% | +96.5% | -135.9% | -61.6% |
| All | -39.4% | +97.6% | -137.1% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling