+141.4%
KEYS vs RRC
+60.0%
+81.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +9.4% | +6.4% | +3.0% | +8.3% |
| 30D | -16.8% | +23.9% | -40.6% | -19.6% |
| 3M | -15.9% | +30.2% | -46.1% | -19.6% |
| 6M | -17.6% | +26.3% | -43.8% | -20.9% |
| YTD | +46.5% | +48.1% | -1.6% | +34.1% |
| 1Y | +66.9% | +37.7% | +29.2% | +55.4% |
| 3Y | +141.4% | +60.3% | +81.1% | +122.1% |
| All | +141.4% | +60.0% | +81.4% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling