+205.8%
RSP vs KEYS
+1,049.9%
-844.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.5% |
| 7D | -1.9% | +3.5% | -5.4% | -3.0% |
| 30D | -2.8% | -4.5% | +1.7% | -1.6% |
| 3M | +2.8% | -0.4% | +3.2% | +1.8% |
| 6M | +10.2% | +19.1% | -8.9% | +1.8% |
| YTD | +13.1% | +66.7% | -53.6% | -9.0% |
| 1Y | +14.8% | +96.5% | -81.7% | -13.7% |
| 3Y | +52.6% | +155.2% | -102.5% | +0.8% |
| 5Y | +51.6% | +88.0% | -36.4% | +10.1% |
| All | +205.8% | +1,049.9% | -844.0% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling