+11.1%
RDW vs KEY
+29.6%
-18.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -6.4% |
| 7D | -14.3% | +1.7% | -16.0% | -15.8% |
| 30D | -26.0% | +6.8% | -32.8% | -31.1% |
| 3M | -27.4% | -5.8% | -21.6% | -22.6% |
| 6M | -10.6% | +1.4% | -12.1% | -16.2% |
| YTD | +1.6% | +7.5% | -5.9% | -13.6% |
| 1Y | +11.1% | +29.6% | -18.5% | -31.4% |
| All | +11.1% | +29.6% | -18.5% | -31.4% |
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