+824.4%
KEYS vs RACE
+658.1%
+166.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.2% |
| 7D | -4.5% | +0.2% | -4.7% | -4.7% |
| 30D | -23.9% | +6.6% | -30.5% | -26.0% |
| 3M | -13.1% | +2.2% | -15.3% | -14.3% |
| 6M | -19.1% | +22.4% | -41.5% | -27.0% |
| YTD | +43.4% | +13.8% | +29.7% | +32.7% |
| 1Y | +58.8% | +2.2% | +56.6% | +53.9% |
| 3Y | +134.6% | +25.6% | +108.9% | +99.5% |
| 5Y | +58.7% | +71.0% | -12.2% | +15.0% |
| 10Y | +759.0% | +739.1% | +19.9% | +246.5% |
| All | +824.4% | +658.1% | +166.2% | +237.7% |
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