+624.3%
FLEX vs KEY
+106.3%
+518.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.5% |
| 7D | -13.6% | +0.5% | -14.2% | -13.7% |
| 30D | -36.5% | +6.9% | -43.4% | -38.6% |
| 3M | -36.4% | -5.0% | -31.4% | -34.8% |
| 6M | -46.5% | +0.7% | -47.2% | -46.7% |
| YTD | +25.9% | +6.5% | +19.5% | +22.2% |
| 1Y | +19.6% | +22.6% | -3.1% | +8.1% |
| 3Y | +287.0% | +125.3% | +161.7% | +155.7% |
| 5Y | +466.6% | +13.9% | +452.7% | +394.3% |
| All | +624.3% | +106.3% | +518.1% | +353.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling