+12.2%
KEY vs RACE
+65.0%
-52.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -1.3% | +5.1% | -6.4% | -2.9% |
| 30D | +5.1% | +7.7% | -2.6% | +2.6% |
| 3M | -7.1% | +2.2% | -9.3% | -8.0% |
| 6M | -4.4% | +23.8% | -28.1% | -11.7% |
| YTD | +4.0% | +13.9% | -9.9% | -1.9% |
| 1Y | +23.4% | +3.8% | +19.6% | +20.4% |
| 3Y | +113.9% | +28.0% | +85.9% | +77.1% |
| All | +12.2% | +65.0% | -52.8% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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