+169.3%
KEY vs RNG
+215.2%
-45.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -0.3% | -4.1% | +3.7% | +0.3% |
| 30D | -3.3% | +8.6% | -11.9% | -4.7% |
| 3M | -0.7% | +78.0% | -78.7% | -10.8% |
| 6M | +12.5% | +67.0% | -54.5% | +1.0% |
| YTD | +8.4% | +142.4% | -134.0% | -10.3% |
| 1Y | +18.4% | +120.4% | -102.0% | -0.6% |
| 3Y | +123.3% | +122.1% | +1.2% | +82.1% |
| 5Y | +38.8% | -69.8% | +108.7% | +36.4% |
| 10Y | +169.3% | +223.4% | -54.1% | +60.6% |
| All | +169.3% | +215.2% | -45.9% | +60.6% |
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