+256.8%
FLEX vs KEY
+106.2%
+150.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.9% |
| 7D | -19.3% | -1.3% | -18.0% | -18.7% |
| 30D | -41.5% | +5.1% | -46.7% | -43.3% |
| 3M | -43.1% | -7.1% | -36.0% | -40.7% |
| 6M | -48.2% | -4.4% | -43.8% | -46.9% |
| YTD | +15.5% | +4.0% | +11.5% | +12.8% |
| 1Y | +10.2% | +23.4% | -13.2% | -2.1% |
| 3Y | +256.8% | +113.9% | +142.9% | +164.9% |
| All | +256.8% | +106.2% | +150.6% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling