+238.6%
RDW vs KEY
+121.2%
+117.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.8% | -1.8% | +6.6% | +6.2% |
| 30D | -19.5% | -3.3% | -16.2% | -17.3% |
| 3M | -26.9% | -0.2% | -26.7% | -27.7% |
| 6M | +17.8% | +12.1% | +5.6% | +6.9% |
| YTD | +43.0% | +8.4% | +34.6% | +33.7% |
| 1Y | +32.1% | +17.6% | +14.4% | +16.3% |
| All | +238.6% | +121.2% | +117.5% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling