+225.6%
FANG vs KEYS
+87.1%
+138.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.1% |
| 7D | +2.9% | +3.5% | -0.6% | +2.0% |
| 30D | +2.6% | -4.5% | +7.1% | +3.5% |
| 3M | +7.6% | -0.4% | +8.0% | +6.9% |
| 6M | +17.3% | +19.1% | -1.8% | +10.4% |
| YTD | +38.7% | +66.7% | -28.0% | +16.1% |
| 1Y | +51.6% | +96.5% | -44.8% | +19.2% |
| 3Y | +50.0% | +155.2% | -105.2% | +5.4% |
| All | +225.6% | +87.1% | +138.5% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling