+1,071.7%
KEYS vs RNG
+519.6%
+552.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +2.9% | -4.1% | +7.0% | +3.6% |
| 30D | -1.3% | +8.6% | -10.0% | -3.1% |
| 3M | -0.1% | +78.0% | -78.1% | -12.1% |
| 6M | +17.4% | +67.0% | -49.7% | +3.1% |
| YTD | +62.9% | +142.4% | -79.5% | +29.6% |
| 1Y | +95.7% | +120.4% | -24.7% | +58.5% |
| 3Y | +150.2% | +122.1% | +28.1% | +94.7% |
| 5Y | +83.1% | -69.8% | +152.9% | +98.7% |
| 10Y | +1,020.9% | +223.4% | +797.5% | +529.5% |
| All | +1,071.7% | +519.6% | +552.1% | +474.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling