+165.4%
KEY vs RACE
+647.6%
-482.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | +2.2% | -2.5% | +4.7% | +3.3% |
| 30D | -3.0% | +0.8% | -3.8% | -3.5% |
| 3M | +3.3% | +17.2% | -13.8% | -3.9% |
| 6M | +9.2% | +13.6% | -4.4% | +2.3% |
| YTD | +10.6% | +12.2% | -1.6% | +3.5% |
| 1Y | +20.4% | -16.3% | +36.7% | +26.5% |
| 3Y | +121.8% | +36.4% | +85.4% | +78.1% |
| 5Y | +41.1% | +95.0% | -53.8% | -6.9% |
| 10Y | +168.5% | +813.2% | -644.7% | -3.8% |
| All | +165.4% | +647.6% | -482.2% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling