+119.6%
KEY vs RUN
-23.6%
+143.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -1.3% | +33.4% | -34.7% | -5.2% |
| 30D | +5.1% | +31.1% | -26.0% | +1.1% |
| 3M | -7.1% | +6.4% | -13.5% | -8.5% |
| 6M | -4.4% | -22.2% | +17.8% | -2.7% |
| YTD | +4.0% | -45.8% | +49.8% | +8.9% |
| 1Y | +23.4% | -51.1% | +74.5% | +30.2% |
| 3Y | +113.9% | -3.0% | +116.9% | +72.8% |
| 5Y | +12.3% | -82.2% | +94.6% | +9.3% |
| 10Y | +125.5% | +111.9% | +13.6% | +33.5% |
| All | +119.6% | -23.6% | +143.1% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling