+238.2%
FANG vs KEY
+37.9%
+200.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.2% | -1.8% | +3.0% | +1.8% |
| 30D | +2.4% | -3.3% | +5.7% | +3.4% |
| 3M | +5.1% | -0.2% | +5.3% | +4.7% |
| 6M | +16.4% | +12.1% | +4.3% | +10.9% |
| YTD | +39.0% | +8.4% | +30.6% | +33.4% |
| 1Y | +50.6% | +17.6% | +33.0% | +40.0% |
| 3Y | +46.9% | +123.3% | -76.4% | +8.2% |
| 5Y | +238.2% | +39.5% | +198.7% | +134.8% |
| All | +238.2% | +37.9% | +200.3% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling