+28.3%
RDW vs KEYS
+98.0%
-69.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.4% |
| 7D | -3.1% | +2.3% | -5.4% | -4.8% |
| 30D | -1.8% | -2.6% | +0.8% | +0.3% |
| 3M | -50.9% | -4.6% | -46.2% | -49.3% |
| 6M | +13.5% | +8.7% | +4.7% | +7.3% |
| YTD | +38.6% | +61.0% | -22.5% | -1.4% |
| 1Y | +28.3% | +96.0% | -67.7% | -19.9% |
| All | +28.3% | +98.0% | -69.7% | -19.9% |
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