+148.6%
KEYS vs RACE
+40.8%
+107.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.9% |
| 7D | +2.3% | -2.5% | +4.8% | +3.0% |
| 30D | -2.6% | +0.8% | -3.4% | -3.0% |
| 3M | -4.6% | +17.2% | -21.8% | -9.5% |
| 6M | +8.7% | +13.6% | -4.8% | +3.7% |
| YTD | +61.0% | +12.2% | +48.8% | +53.7% |
| 1Y | +96.0% | -16.3% | +112.3% | +105.2% |
| All | +148.6% | +40.8% | +107.8% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling