+99.5%
KEY vs RRC
+72.2%
+27.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +6.7% | +25.2% | -18.5% | +0.6% |
| 3M | -4.6% | +27.8% | -32.4% | -10.6% |
| 6M | +2.6% | +27.2% | -24.6% | -4.2% |
| YTD | +7.0% | +48.2% | -41.2% | -4.4% |
| 1Y | +23.5% | +34.7% | -11.2% | +12.7% |
| 3Y | +126.4% | +62.2% | +64.2% | +94.4% |
| 5Y | +13.0% | +130.9% | -117.9% | -14.9% |
| 10Y | +99.5% | +73.4% | +26.1% | +9.8% |
| All | +99.5% | +72.2% | +27.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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