-79.9%
FIG vs KEYS
+103.4%
-183.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.0% | +0.8% | +5.1% |
| 7D | -3.8% | +3.5% | -7.3% | -3.6% |
| 30D | -2.3% | -4.5% | +2.2% | -2.7% |
| 3M | +20.0% | -0.4% | +20.4% | +19.6% |
| 6M | -16.7% | +19.1% | -35.8% | -23.0% |
| YTD | -37.9% | +66.7% | -104.6% | -50.8% |
| 1Y | -58.5% | +96.5% | -155.0% | -69.9% |
| All | -79.9% | +103.4% | -183.3% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling