+128.7%
KEY vs RUN
-7.3%
+136.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +2.9% | -13.5% | +16.5% | +4.0% |
| 30D | +8.4% | +18.3% | -9.9% | +6.7% |
| 3M | -5.8% | -12.5% | +6.7% | -5.2% |
| 6M | +5.4% | -40.3% | +45.8% | +8.7% |
| YTD | +7.1% | -53.1% | +60.2% | +11.1% |
| 1Y | +26.8% | -54.3% | +81.1% | +31.6% |
| 3Y | +128.7% | -6.5% | +135.2% | +63.8% |
| All | +128.7% | -7.3% | +136.0% | +63.8% |
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