+43.3%
KEY vs RNG
-69.4%
+112.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.0% |
| 7D | +2.2% | +5.8% | -3.6% | +1.1% |
| 30D | -3.0% | +19.6% | -22.6% | -6.4% |
| 3M | +3.3% | +67.0% | -63.7% | -7.4% |
| 6M | +9.2% | +88.4% | -79.2% | -5.9% |
| YTD | +10.6% | +155.5% | -144.8% | -12.2% |
| 1Y | +20.4% | +141.7% | -121.3% | -3.7% |
| 3Y | +121.8% | +131.1% | -9.2% | +72.5% |
| All | +43.3% | -69.4% | +112.8% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling