-16.0%
RKT vs KEY
+136.8%
-152.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.1% |
| 7D | +10.3% | -0.4% | +10.7% | +10.5% |
| 30D | +32.3% | +7.2% | +25.1% | +29.1% |
| 3M | +10.7% | -4.9% | +15.6% | +12.7% |
| 6M | -3.2% | +1.1% | -4.2% | -3.3% |
| YTD | -21.5% | +6.8% | -28.3% | -23.0% |
| 1Y | -6.0% | +23.3% | -29.3% | -12.0% |
| 3Y | +104.2% | +126.1% | -21.9% | +57.5% |
| 5Y | +2.5% | +15.2% | -12.7% | -10.4% |
| All | -16.0% | +136.8% | -152.8% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling