+998.6%
KEYS vs RUN
-29.4%
+1,028.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.4% |
| 7D | +4.4% | +10.2% | -5.7% | +3.2% |
| 30D | -2.2% | -9.6% | +7.4% | -1.1% |
| 3M | +0.5% | -31.5% | +32.0% | +4.9% |
| 6M | +22.4% | -18.7% | +41.1% | +24.4% |
| YTD | +64.1% | -49.9% | +114.0% | +73.9% |
| 1Y | +97.0% | -45.5% | +142.5% | +105.0% |
| 3Y | +152.0% | -34.1% | +186.1% | +121.9% |
| 5Y | +83.7% | -79.4% | +163.2% | +77.0% |
| 10Y | +997.9% | +48.9% | +948.9% | +665.9% |
| All | +998.6% | -29.4% | +1,028.0% | +688.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling