+150.8%
KEY vs RACE
+670.3%
-519.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.8% |
| 7D | -2.5% | +5.7% | -8.1% | -4.7% |
| 30D | +4.1% | +9.3% | -5.2% | +0.3% |
| 3M | -8.4% | +3.8% | -12.2% | -10.1% |
| 6M | -2.3% | +29.8% | -32.1% | -13.3% |
| YTD | +4.6% | +15.6% | -11.1% | -3.5% |
| 1Y | +24.6% | +5.1% | +19.5% | +19.6% |
| 3Y | +112.8% | +30.8% | +82.0% | +74.6% |
| 5Y | +12.9% | +67.4% | -54.5% | -19.7% |
| 10Y | +126.7% | +793.6% | -667.0% | -18.4% |
| All | +150.8% | +670.3% | -519.5% | -12.9% |
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