+48.2%
FANG vs KEY
+121.2%
-72.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +2.4% | -3.3% | +5.7% | +3.3% |
| 3M | +4.9% | -0.7% | +5.6% | +4.7% |
| 6M | +12.0% | +12.5% | -0.5% | +6.5% |
| YTD | +37.1% | +8.4% | +28.7% | +31.4% |
| 1Y | +52.3% | +18.4% | +33.8% | +40.6% |
| All | +48.2% | +121.2% | -72.9% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling