+953.7%
KEYS vs RRC
-16.7%
+970.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | +9.4% | +6.4% | +3.0% | +8.6% |
| 30D | -16.8% | +23.9% | -40.6% | -18.9% |
| 3M | -15.9% | +30.2% | -46.1% | -18.6% |
| 6M | -17.6% | +26.3% | -43.8% | -20.1% |
| YTD | +46.5% | +48.1% | -1.6% | +38.9% |
| 1Y | +66.9% | +37.7% | +29.2% | +59.5% |
| 3Y | +141.4% | +60.3% | +81.1% | +125.1% |
| 5Y | +59.5% | +135.3% | -75.8% | +39.0% |
| 10Y | +761.1% | +73.3% | +687.8% | +556.5% |
| All | +953.7% | -16.7% | +970.4% | +714.0% |
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