-27.1%
RKT vs KEYS
+238.0%
-265.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -2.1% |
| 7D | -6.3% | +3.5% | -9.8% | -7.9% |
| 30D | -6.2% | -4.5% | -1.7% | -4.4% |
| 3M | -1.9% | -0.4% | -1.5% | -3.6% |
| 6M | -13.0% | +19.1% | -32.1% | -22.6% |
| YTD | -31.9% | +66.7% | -98.6% | -50.4% |
| 1Y | -37.6% | +96.5% | -134.0% | -58.7% |
| 3Y | +36.8% | +155.2% | -118.3% | -24.5% |
| 5Y | -9.7% | +88.0% | -97.7% | -44.1% |
| All | -27.1% | +238.0% | -265.1% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling