+763.1%
KEYS vs RACE
+658.9%
+104.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +5.0% |
| 7D | -11.4% | +5.1% | -16.5% | -13.3% |
| 30D | -28.7% | +7.7% | -36.4% | -31.0% |
| 3M | -19.2% | +2.2% | -21.4% | -20.3% |
| 6M | -25.8% | +23.8% | -49.5% | -33.3% |
| YTD | +33.9% | +13.9% | +20.0% | +23.9% |
| 1Y | +47.1% | +3.8% | +43.3% | +41.5% |
| 3Y | +119.4% | +28.0% | +91.4% | +85.0% |
| 5Y | +48.2% | +64.9% | -16.8% | +8.9% |
| 10Y | +755.2% | +780.4% | -25.1% | +240.1% |
| All | +763.1% | +658.9% | +104.2% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling