+484.1%
FLEX vs KEY
+16.6%
+467.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.7% | +9.3% | +10.8% |
| 7D | -7.2% | -0.4% | -6.8% | -6.9% |
| 30D | -34.8% | +7.2% | -42.0% | -36.7% |
| 3M | -35.6% | -4.9% | -30.7% | -34.2% |
| 6M | -45.0% | +1.1% | -46.1% | -45.3% |
| YTD | +29.4% | +6.8% | +22.6% | +26.0% |
| 1Y | +24.8% | +23.3% | +1.5% | +14.5% |
| 3Y | +304.4% | +126.1% | +178.3% | +197.1% |
| 5Y | +484.1% | +15.2% | +468.9% | +469.3% |
| All | +484.1% | +16.6% | +467.5% | +469.3% |
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