+181.9%
FANG vs KEYS
+1,049.9%
-868.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.6% |
| 7D | +2.9% | +3.5% | -0.6% | +1.6% |
| 30D | +2.6% | -4.5% | +7.1% | +3.9% |
| 3M | +7.6% | -0.4% | +8.0% | +6.4% |
| 6M | +17.3% | +19.1% | -1.8% | +7.3% |
| YTD | +38.7% | +66.7% | -28.0% | +8.6% |
| 1Y | +51.6% | +96.5% | -44.8% | +9.9% |
| 3Y | +50.0% | +155.2% | -105.2% | -5.8% |
| 5Y | +237.6% | +88.0% | +149.6% | +134.1% |
| All | +181.9% | +1,049.9% | -868.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling