+124.0%
KEY vs RNG
+120.7%
+3.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.0% |
| 7D | +2.7% | -0.8% | +3.6% | +2.8% |
| 30D | -3.2% | +11.4% | -14.6% | -5.1% |
| 3M | +1.0% | +72.1% | -71.1% | -9.2% |
| 6M | +11.9% | +67.9% | -56.1% | -0.3% |
| YTD | +8.7% | +144.3% | -135.6% | -12.9% |
| 1Y | +18.5% | +117.5% | -99.1% | -2.5% |
| 3Y | +124.0% | +123.9% | +0.1% | +67.6% |
| All | +124.0% | +120.7% | +3.3% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling