+41.2%
KEY vs RUN
-80.5%
+121.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +2.2% | +1.3% | +0.9% | +2.1% |
| 30D | -3.0% | -15.3% | +12.2% | -1.5% |
| 3M | +3.3% | -40.0% | +43.3% | +8.5% |
| 6M | +9.2% | -27.0% | +36.1% | +11.6% |
| YTD | +10.6% | -51.7% | +62.3% | +16.9% |
| 1Y | +20.4% | -45.9% | +66.3% | +24.3% |
| 3Y | +121.8% | -43.8% | +165.6% | +95.8% |
| All | +41.2% | -80.5% | +121.7% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling