-15.2%
RDW vs KEYS
+45.0%
-60.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -8.8% | -11.0% | -12.5% |
| 7D | -32.4% | -21.0% | -11.4% | -17.4% |
| 30D | -41.7% | -32.8% | -8.9% | -19.5% |
| 3M | -42.3% | -22.4% | -19.8% | -28.9% |
| 6M | -28.8% | -26.8% | -2.0% | -9.1% |
| YTD | -18.6% | +28.3% | -46.8% | -28.7% |
| 1Y | -15.2% | +40.2% | -55.4% | -29.1% |
| All | -15.2% | +45.0% | -60.2% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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