+105.3%
KEY vs RNG
+247.5%
-142.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.4% |
| 7D | +0.5% | -6.0% | +6.5% | +1.5% |
| 30D | +6.9% | -7.4% | +14.2% | +8.0% |
| 3M | -5.0% | +14.6% | -19.6% | -7.6% |
| 6M | +0.7% | +61.5% | -60.8% | -8.7% |
| YTD | +6.5% | +155.7% | -149.2% | -13.0% |
| 1Y | +22.6% | +172.5% | -149.8% | -1.0% |
| 3Y | +125.3% | +168.0% | -42.7% | +77.8% |
| 5Y | +13.9% | -73.8% | +87.7% | +13.3% |
| 10Y | +105.3% | +240.3% | -134.9% | +24.2% |
| All | +105.3% | +247.5% | -142.1% | +24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling