+145.4%
KEYS vs RRC
+31.5%
+113.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | +0.9% | -1.2% | +2.1% | +1.1% |
| 30D | -5.3% | +3.0% | -8.2% | -5.8% |
| 3M | +0.5% | +7.3% | -6.8% | -1.0% |
| 6M | +14.0% | +3.6% | +10.5% | +12.7% |
| YTD | +60.3% | +19.4% | +40.9% | +52.5% |
| 1Y | +91.3% | +21.4% | +69.9% | +80.3% |
| All | +145.4% | +31.5% | +113.9% | +129.7% |
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