+1,049.0%
FIX vs KEY
+14.6%
+1,034.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -13.9% | +0.5% | -14.5% | -14.1% |
| 30D | -35.5% | +6.9% | -42.4% | -37.3% |
| 3M | -33.9% | -5.0% | -28.9% | -32.7% |
| 6M | -43.3% | +0.7% | -44.0% | -43.6% |
| YTD | +18.7% | +6.5% | +12.2% | +15.6% |
| 1Y | +13.8% | +22.6% | -8.9% | +4.9% |
| 3Y | +495.0% | +125.3% | +369.6% | +341.5% |
| 5Y | +1,049.0% | +13.9% | +1,035.1% | +987.2% |
| All | +1,049.0% | +14.6% | +1,034.5% | +987.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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