+96.5%
KEYS vs RUN
-47.1%
+143.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.1% |
| 7D | +3.5% | -3.7% | +7.2% | +4.1% |
| 30D | -4.5% | -13.0% | +8.5% | -2.6% |
| 3M | -0.4% | -31.8% | +31.4% | +4.8% |
| 6M | +19.1% | -32.2% | +51.4% | +24.8% |
| YTD | +66.7% | -53.5% | +120.1% | +77.1% |
| 1Y | +96.5% | -46.5% | +143.0% | +109.8% |
| All | +96.5% | -47.1% | +143.5% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling