+90.1%
KEYS vs RNG
-68.4%
+158.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | -6.1% | +9.6% | +4.5% |
| 30D | -4.5% | +9.6% | -14.1% | -6.1% |
| 3M | -0.4% | +83.3% | -83.7% | -11.3% |
| 6M | +19.1% | +77.9% | -58.8% | +5.1% |
| YTD | +66.7% | +139.9% | -73.3% | +35.6% |
| 1Y | +96.5% | +121.7% | -25.2% | +62.1% |
| 3Y | +155.2% | +121.9% | +33.3% | +102.5% |
| All | +90.1% | -68.4% | +158.4% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling