-10.4%
RKT vs KEYS
+55.9%
-66.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -6.3% | +15.0% | +9.9% |
| 7D | +29.7% | -14.8% | +44.5% | +34.0% |
| 30D | +28.5% | -25.6% | +54.1% | +38.0% |
| 3M | +6.4% | -16.2% | +22.6% | +9.2% |
| 6M | +7.1% | -18.6% | +25.8% | +10.2% |
| YTD | -22.5% | +40.7% | -63.2% | -42.0% |
| 1Y | -10.4% | +59.6% | -70.1% | -38.7% |
| All | -10.4% | +55.9% | -66.4% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling