+94.2%
KEY vs RNG
+234.5%
-140.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +2.9% | +4.6% | -1.7% | +2.2% |
| 30D | +8.4% | +0.4% | +8.0% | +8.2% |
| 3M | -5.8% | +11.4% | -17.2% | -7.8% |
| 6M | +5.4% | +95.7% | -90.2% | -7.4% |
| YTD | +7.1% | +162.9% | -155.8% | -12.8% |
| 1Y | +26.8% | +180.3% | -153.5% | +2.0% |
| 3Y | +128.7% | +188.3% | -59.7% | +78.4% |
| 5Y | +13.6% | -72.5% | +86.2% | +12.2% |
| All | +94.2% | +234.5% | -140.3% | +19.8% |
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