+80.6%
KEYS vs RACE
+93.6%
-13.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.2% |
| 7D | +2.3% | -2.5% | +4.8% | +3.3% |
| 30D | -2.6% | +0.8% | -3.4% | -3.1% |
| 3M | -4.6% | +17.2% | -21.8% | -11.6% |
| 6M | +8.7% | +13.6% | -4.8% | +1.5% |
| YTD | +61.0% | +12.2% | +48.8% | +50.4% |
| 1Y | +96.0% | -16.3% | +112.3% | +107.8% |
| 3Y | +144.4% | +36.4% | +108.0% | +90.4% |
| All | +80.6% | +93.6% | -13.0% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling