+169.3%
KEY vs RUN
+43.6%
+125.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.4% |
| 7D | -0.3% | -1.8% | +1.5% | -0.1% |
| 30D | -3.3% | -10.8% | +7.6% | -1.9% |
| 3M | -0.7% | -30.2% | +29.4% | +3.5% |
| 6M | +12.5% | -22.3% | +34.9% | +14.6% |
| YTD | +8.4% | -52.2% | +60.6% | +16.2% |
| 1Y | +18.4% | -45.1% | +63.6% | +23.1% |
| 3Y | +123.3% | -37.1% | +160.4% | +90.4% |
| 5Y | +38.8% | -80.3% | +119.1% | +31.9% |
| 10Y | +169.3% | +45.2% | +124.1% | +49.9% |
| All | +169.3% | +43.6% | +125.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling