-55.8%
FIG vs KEYS
+98.0%
-153.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.3% |
| 7D | -16.3% | +2.3% | -18.6% | -16.2% |
| 30D | -14.3% | -2.6% | -11.7% | -14.5% |
| 3M | +7.2% | -4.6% | +11.8% | +6.6% |
| 6M | -18.6% | +8.7% | -27.4% | -24.3% |
| YTD | -35.5% | +61.0% | -96.5% | -52.5% |
| 1Y | -55.8% | +96.0% | -151.8% | -74.0% |
| All | -55.8% | +98.0% | -153.8% | -74.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling