-5.4%
RKT vs KEY
+13.1%
-18.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -9.0% | +2.9% | -11.9% | -10.1% |
| 30D | +30.2% | +8.4% | +21.8% | +25.8% |
| 3M | -8.8% | -5.8% | -3.1% | -6.5% |
| 6M | -0.9% | +5.4% | -6.4% | -3.0% |
| YTD | -29.2% | +7.1% | -36.2% | -30.9% |
| 1Y | -20.1% | +26.8% | -46.9% | -27.1% |
| 3Y | +81.3% | +128.7% | -47.4% | +29.3% |
| All | -5.4% | +13.1% | -18.5% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling