+96.0%
KEYS vs RNG
+144.7%
-48.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +1.3% |
| 7D | +2.3% | +5.8% | -3.5% | +2.4% |
| 30D | -2.6% | +19.6% | -22.2% | -2.3% |
| 3M | -4.6% | +67.0% | -71.7% | -3.3% |
| 6M | +8.7% | +88.4% | -79.6% | +8.8% |
| YTD | +61.0% | +155.5% | -94.4% | +54.7% |
| 1Y | +96.0% | +141.7% | -45.7% | +86.3% |
| All | +96.0% | +144.7% | -48.7% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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