+10.9%
RDW vs KEY
+13.7%
-2.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.4% |
| 7D | +3.6% | -0.3% | +3.9% | +3.6% |
| 30D | -18.4% | -3.3% | -15.2% | -15.6% |
| 3M | -32.1% | -0.7% | -31.3% | -35.8% |
| 6M | +10.9% | +12.5% | -1.6% | -18.4% |
| All | +10.9% | +13.7% | -2.8% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling