+1,007.5%
KEY vs RRC
+1,414.2%
-406.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.1% |
| 7D | -1.3% | -10.8% | +9.5% | +0.3% |
| 30D | +5.1% | +22.3% | -17.2% | +1.8% |
| 3M | -7.1% | +26.6% | -33.7% | -10.6% |
| 6M | -4.4% | +18.9% | -23.3% | -7.3% |
| YTD | +4.0% | +39.2% | -35.2% | -1.9% |
| 1Y | +23.4% | +34.0% | -10.5% | +16.9% |
| 3Y | +113.9% | +42.0% | +71.9% | +99.4% |
| 5Y | +12.3% | +111.9% | -99.5% | -3.6% |
| 10Y | +125.5% | +62.8% | +62.7% | +75.9% |
| All | +1,007.5% | +1,414.2% | -406.6% | +659.9% |
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