+1,013.4%
KEY vs RRC
+1,459.8%
-446.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +0.9% | -2.2% |
| 7D | -2.5% | -6.9% | +4.4% | -1.5% |
| 30D | +4.1% | +25.4% | -21.3% | +0.4% |
| 3M | -8.4% | +31.9% | -40.3% | -12.3% |
| 6M | -2.3% | +17.2% | -19.5% | -5.1% |
| YTD | +4.6% | +43.4% | -38.8% | -1.8% |
| 1Y | +24.6% | +36.7% | -12.2% | +17.7% |
| 3Y | +112.8% | +38.8% | +73.9% | +98.9% |
| 5Y | +12.9% | +118.3% | -105.3% | -3.5% |
| 10Y | +126.7% | +67.7% | +59.0% | +76.1% |
| All | +1,013.4% | +1,459.8% | -446.5% | +660.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling