-39.5%
RDW vs KEY
+1.0%
-40.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.4% | +5.9% |
| 7D | +9.5% | +2.7% | +6.7% | +10.3% |
| 30D | -17.4% | -3.2% | -14.1% | -19.1% |
| 3M | -39.5% | +1.0% | -40.5% | -37.5% |
| All | -39.5% | +1.0% | -40.5% | -37.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling