+59.6%
KEYS vs RACE
+10.6%
+49.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.3% | -10.6% | -6.8% |
| 7D | -14.8% | +9.9% | -24.7% | -15.8% |
| 30D | -25.6% | +12.8% | -38.4% | -26.8% |
| 3M | -16.2% | +7.4% | -23.6% | -17.0% |
| 6M | -18.6% | +27.6% | -46.2% | -22.9% |
| YTD | +40.7% | +18.4% | +22.3% | +36.5% |
| 1Y | +59.6% | +9.5% | +50.1% | +60.8% |
| All | +59.6% | +10.6% | +49.1% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling