+2.0%
RDW vs KEY
+50.9%
-48.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.6% |
| 7D | +0.9% | -1.5% | +2.4% | +1.6% |
| 30D | -21.3% | -3.7% | -17.6% | -19.6% |
| 3M | -37.9% | -1.3% | -36.6% | -37.9% |
| 6M | +12.3% | +13.3% | -1.1% | +4.9% |
| YTD | +39.7% | +9.0% | +30.8% | +33.7% |
| 1Y | +25.7% | +18.7% | +7.0% | +15.5% |
| 3Y | +230.8% | +125.3% | +105.6% | +133.8% |
| 5Y | -8.8% | +40.2% | -49.0% | -20.8% |
| All | +2.0% | +50.9% | -48.9% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling