-80.8%
FIG vs KEYS
+95.6%
-176.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.5% |
| 7D | -12.2% | +0.9% | -13.2% | -12.1% |
| 30D | -11.0% | -5.3% | -5.7% | -11.4% |
| 3M | +11.9% | +0.5% | +11.4% | +10.4% |
| 6M | -21.9% | +14.0% | -36.0% | -28.0% |
| YTD | -40.8% | +60.3% | -101.0% | -53.2% |
| 1Y | -56.6% | +91.3% | -148.0% | -68.4% |
| All | -80.8% | +95.6% | -176.5% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling