+133.6%
KEY vs RUN
-31.9%
+165.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | -3.0% | -15.3% | +12.2% | -1.1% |
| 3M | +3.3% | -40.0% | +43.3% | +9.7% |
| 6M | +9.2% | -27.0% | +36.1% | +12.1% |
| YTD | +10.6% | -51.7% | +62.3% | +18.2% |
| 1Y | +20.4% | -45.9% | +66.3% | +25.1% |
| 3Y | +121.8% | -43.8% | +165.6% | +95.1% |
| 5Y | +41.1% | -80.5% | +121.6% | +34.6% |
| 10Y | +168.5% | +45.3% | +123.3% | +65.8% |
| All | +133.6% | -31.9% | +165.5% | +47.8% |
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 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