-19.1%
RKT vs KEY
+23.0%
-42.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.5% |
| 7D | -3.8% | -0.5% | -3.3% | -3.4% |
| 30D | +32.8% | +6.7% | +26.1% | +24.9% |
| 3M | +0.8% | -4.6% | +5.4% | +5.0% |
| 6M | -2.6% | +2.6% | -5.2% | -5.6% |
| YTD | -25.4% | +7.0% | -32.4% | -32.0% |
| 1Y | -19.1% | +23.5% | -42.6% | -38.7% |
| All | -19.1% | +23.0% | -42.1% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling