+95.7%
KEYS vs RACE
-14.8%
+110.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +2.9% | -2.6% | +5.6% | +3.3% |
| 30D | -1.3% | -1.1% | -0.2% | -1.2% |
| 3M | -0.1% | +12.5% | -12.7% | -2.5% |
| 6M | +17.4% | +17.4% | -0.1% | +12.9% |
| YTD | +62.9% | +10.1% | +52.8% | +58.8% |
| 1Y | +95.7% | -15.1% | +110.9% | +95.4% |
| All | +95.7% | -14.8% | +110.5% | +95.4% |
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