+34.3%
FANG vs KEY
+29.6%
+4.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -4.6% |
| 7D | -11.3% | +1.7% | -13.0% | -11.0% |
| 30D | -0.7% | +6.8% | -7.4% | +0.5% |
| 3M | -4.2% | -5.8% | +1.7% | -5.8% |
| 6M | -13.5% | +1.4% | -14.9% | -13.1% |
| YTD | +23.7% | +7.5% | +16.2% | +23.9% |
| 1Y | +34.3% | +29.6% | +4.7% | +27.0% |
| All | +34.3% | +29.6% | +4.7% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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