+113.6%
KEY vs RRC
+63.1%
+50.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -0.4% | -10.3% | +9.9% | +2.2% |
| 30D | +7.2% | +19.5% | -12.3% | +2.2% |
| 3M | -4.9% | +27.9% | -32.8% | -10.9% |
| 6M | +1.1% | +21.2% | -20.1% | -4.5% |
| YTD | +6.8% | +39.6% | -32.8% | -3.1% |
| 1Y | +23.3% | +31.3% | -8.0% | +13.2% |
| 3Y | +126.1% | +51.9% | +74.1% | +97.2% |
| 5Y | +15.2% | +110.2% | -95.0% | -11.3% |
| 10Y | +113.6% | +56.7% | +56.9% | +20.5% |
| All | +113.6% | +63.1% | +50.5% | +20.5% |
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