+1,078.2%
KEY vs RRC
+1,202.2%
-124.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | -3.0% | +10.1% | -13.1% | -4.4% |
| 3M | +3.3% | +4.0% | -0.7% | +2.5% |
| 6M | +9.2% | +1.6% | +7.6% | +8.4% |
| YTD | +10.6% | +19.7% | -9.1% | +7.1% |
| 1Y | +20.4% | +21.4% | -1.0% | +16.0% |
| 3Y | +121.8% | +29.7% | +92.2% | +110.1% |
| 5Y | +41.1% | +153.9% | -112.7% | +18.4% |
| 10Y | +168.5% | +10.8% | +157.7% | +120.4% |
| All | +1,078.2% | +1,202.2% | -124.0% | +729.2% |
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 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