+12.2%
KEY vs RRC
+110.6%
-98.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | -1.3% | -10.8% | +9.5% | +1.3% |
| 30D | +5.1% | +22.3% | -17.2% | -0.3% |
| 3M | -7.1% | +26.6% | -33.7% | -12.8% |
| 6M | -4.4% | +18.9% | -23.3% | -9.2% |
| YTD | +4.0% | +39.2% | -35.2% | -6.0% |
| 1Y | +23.4% | +34.0% | -10.5% | +12.4% |
| 3Y | +113.9% | +42.0% | +71.9% | +87.6% |
| All | +12.2% | +110.6% | -98.4% | -8.2% |
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