+1,058.3%
KEYS vs RRC
-32.6%
+1,090.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +2.3% | +1.3% | +1.0% | +2.1% |
| 30D | -2.6% | +10.1% | -12.7% | -3.8% |
| 3M | -4.6% | +4.0% | -8.6% | -5.3% |
| 6M | +8.7% | +1.6% | +7.1% | +8.1% |
| YTD | +61.0% | +19.7% | +41.3% | +56.8% |
| 1Y | +96.0% | +21.4% | +74.6% | +90.1% |
| 3Y | +144.4% | +29.7% | +114.7% | +133.7% |
| 5Y | +80.5% | +153.9% | -73.4% | +55.9% |
| 10Y | +974.9% | +10.8% | +964.1% | +759.9% |
| All | +1,058.3% | -32.6% | +1,090.9% | +818.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling