+24.8%
KEY vs RUN
-57.8%
+82.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.1% |
| 7D | +1.8% | -13.7% | +15.4% | +3.1% |
| 30D | +7.1% | +9.4% | -2.2% | +5.6% |
| 3M | -5.9% | -13.4% | +7.5% | -5.3% |
| 6M | +2.2% | -39.6% | +41.8% | +6.0% |
| YTD | +6.4% | -53.7% | +60.1% | +12.1% |
| 1Y | +24.8% | -56.2% | +80.9% | +32.2% |
| All | +24.8% | -57.8% | +82.6% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling