+14.5%
KEY vs RRC
+134.0%
-119.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +2.9% | +6.4% | -3.5% | +1.4% |
| 30D | +8.4% | +23.9% | -15.4% | +2.5% |
| 3M | -5.8% | +30.2% | -35.9% | -12.1% |
| 6M | +5.4% | +26.3% | -20.8% | -1.3% |
| YTD | +7.1% | +48.1% | -41.0% | -4.7% |
| 1Y | +26.8% | +37.7% | -10.9% | +14.9% |
| 3Y | +128.7% | +60.3% | +68.4% | +94.7% |
| All | +14.5% | +134.0% | -119.5% | -8.4% |
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