+216.5%
KEY vs RNG
+327.7%
-111.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.9% |
| 7D | +2.2% | +5.8% | -3.6% | +1.2% |
| 30D | -3.0% | +19.6% | -22.6% | -6.0% |
| 3M | +3.3% | +67.0% | -63.7% | -6.4% |
| 6M | +9.2% | +88.4% | -79.2% | -4.3% |
| YTD | +10.6% | +155.5% | -144.8% | -9.6% |
| 1Y | +20.4% | +141.7% | -121.3% | -0.9% |
| 3Y | +121.8% | +131.1% | -9.2% | +78.9% |
| 5Y | +41.1% | -70.6% | +111.7% | +43.2% |
| 10Y | +168.5% | +228.2% | -59.7% | +58.1% |
| All | +216.5% | +327.7% | -111.2% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling