+145.4%
KEYS vs RUN
-38.5%
+183.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | +0.9% | -3.4% | +4.3% | +1.2% |
| 30D | -5.3% | -14.0% | +8.7% | -4.1% |
| 3M | +0.5% | -27.5% | +28.0% | +3.1% |
| 6M | +14.0% | -29.0% | +43.0% | +16.8% |
| YTD | +60.3% | -53.1% | +113.4% | +67.7% |
| 1Y | +91.3% | -46.7% | +138.1% | +97.5% |
| All | +145.4% | -38.5% | +183.9% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling