+113.9%
KEY vs RRC
+36.3%
+77.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | -1.3% | -10.8% | +9.5% | +1.1% |
| 30D | +5.1% | +22.3% | -17.2% | -0.2% |
| 3M | -7.1% | +26.6% | -33.7% | -12.7% |
| 6M | -4.4% | +18.9% | -23.3% | -9.0% |
| YTD | +4.0% | +39.2% | -35.2% | -6.7% |
| 1Y | +23.4% | +34.0% | -10.5% | +11.7% |
| 3Y | +113.9% | +42.0% | +71.9% | +82.5% |
| All | +113.9% | +36.3% | +77.6% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling