+12.2%
KEY vs RNG
-69.1%
+81.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | 0.0% |
| 7D | -1.3% | -11.3% | +10.1% | +0.9% |
| 30D | +5.1% | -5.7% | +10.8% | +6.0% |
| 3M | -7.1% | +16.8% | -23.9% | -10.3% |
| 6M | -4.4% | +58.5% | -62.8% | -14.3% |
| YTD | +4.0% | +151.3% | -147.3% | -17.8% |
| 1Y | +23.4% | +169.0% | -145.6% | -4.0% |
| 3Y | +113.9% | +156.9% | -43.0% | +61.9% |
| All | +12.2% | -69.1% | +81.3% | +0.2% |
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 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