+29.6%
KEY vs RNG
+179.4%
-149.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +1.7% | -9.6% | +11.2% | +2.0% |
| 30D | +6.8% | -1.4% | +8.2% | +6.8% |
| 3M | -5.8% | +28.8% | -34.6% | -6.8% |
| 6M | +1.4% | +65.6% | -64.1% | -0.7% |
| YTD | +7.5% | +171.4% | -163.9% | +1.6% |
| 1Y | +29.6% | +185.3% | -155.7% | +19.7% |
| All | +29.6% | +179.4% | -149.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling