+96.5%
KEYS vs RNG
+128.1%
-31.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | -6.1% | +9.6% | +3.4% |
| 30D | -4.5% | +9.6% | -14.1% | -4.3% |
| 3M | -0.4% | +83.3% | -83.7% | +0.2% |
| 6M | +19.1% | +77.9% | -58.8% | +19.1% |
| YTD | +66.7% | +139.9% | -73.3% | +60.0% |
| 1Y | +96.5% | +121.7% | -25.2% | +86.0% |
| All | +96.5% | +128.1% | -31.6% | +86.0% |
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