+113.9%
KEY vs RUN
-8.7%
+122.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -1.3% | +33.4% | -34.7% | -3.6% |
| 30D | +5.1% | +31.1% | -26.0% | +2.7% |
| 3M | -7.1% | +6.4% | -13.5% | -7.9% |
| 6M | -4.4% | -22.2% | +17.8% | -3.4% |
| YTD | +4.0% | -45.8% | +49.8% | +6.9% |
| 1Y | +23.4% | -51.1% | +74.5% | +27.3% |
| 3Y | +113.9% | -3.0% | +116.9% | +55.9% |
| All | +113.9% | -8.7% | +122.6% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling