+2.0%
RDW vs KEYS
+129.8%
-127.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -5.6% |
| 7D | +0.9% | +3.5% | -2.6% | -2.1% |
| 30D | -21.3% | -4.5% | -16.8% | -18.4% |
| 3M | -37.9% | -0.4% | -37.4% | -38.0% |
| 6M | +12.3% | +19.1% | -6.9% | -2.4% |
| YTD | +39.7% | +66.7% | -26.9% | -9.7% |
| 1Y | +25.7% | +96.5% | -70.8% | -29.5% |
| 3Y | +230.8% | +155.2% | +75.7% | +53.8% |
| 5Y | -8.8% | +88.0% | -96.8% | -51.7% |
| All | +2.0% | +129.8% | -127.8% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling