+1,400.5%
FANG vs KEY
+320.4%
+1,080.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.3% |
| 7D | -1.7% | +2.7% | -4.5% | -3.4% |
| 30D | +6.8% | -3.2% | +10.0% | +8.6% |
| 3M | +1.3% | +1.0% | +0.3% | -0.1% |
| 6M | +11.8% | +11.9% | -0.1% | +2.6% |
| YTD | +35.1% | +8.7% | +26.4% | +25.1% |
| 1Y | +48.9% | +18.5% | +30.5% | +30.1% |
| 3Y | +42.8% | +124.0% | -81.1% | -21.5% |
| 5Y | +230.3% | +40.8% | +189.5% | +116.8% |
| 10Y | +167.0% | +167.0% | 0.0% | +18.8% |
| All | +1,400.5% | +320.4% | +1,080.1% | +432.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling