-22.2%
RKT vs KEY
+145.3%
-167.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +2.1% | +2.2% | -0.1% | +1.4% |
| 30D | +1.4% | -3.0% | +4.5% | +2.6% |
| 3M | +6.3% | +3.3% | +2.9% | +5.1% |
| 6M | -15.5% | +9.2% | -24.6% | -17.7% |
| YTD | -27.4% | +10.6% | -38.0% | -29.6% |
| 1Y | -26.6% | +20.4% | -47.0% | -30.9% |
| 3Y | +41.2% | +121.8% | -80.6% | +8.9% |
| 5Y | -6.4% | +41.1% | -47.5% | -20.2% |
| All | -22.2% | +145.3% | -167.5% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling