+41.2%
KEY vs RRC
+156.2%
-115.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | -3.0% | +10.1% | -13.1% | -5.3% |
| 3M | +3.3% | +4.0% | -0.7% | +2.0% |
| 6M | +9.2% | +1.6% | +7.6% | +7.9% |
| YTD | +10.6% | +19.7% | -9.1% | +4.3% |
| 1Y | +20.4% | +21.4% | -1.0% | +12.5% |
| 3Y | +121.8% | +29.7% | +92.2% | +99.8% |
| All | +41.2% | +156.2% | -115.1% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling