+894.6%
FIX vs KEY
+12.4%
+882.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.7% | -8.8% | -10.5% |
| 7D | -27.2% | -2.5% | -24.8% | -26.5% |
| 30D | -46.9% | +4.1% | -51.0% | -47.9% |
| 3M | -44.4% | -8.4% | -36.1% | -42.6% |
| 6M | -50.9% | -2.3% | -48.6% | -50.6% |
| YTD | +3.5% | +4.6% | -1.0% | +1.6% |
| 1Y | -2.1% | +24.6% | -26.7% | -10.3% |
| 3Y | +418.7% | +112.8% | +306.0% | +292.3% |
| 5Y | +894.6% | +12.9% | +881.6% | +840.7% |
| All | +894.6% | +12.4% | +882.2% | +840.7% |
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