+663.2%
FLEX vs KEY
+40.7%
+622.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -0.9% | +2.2% | -3.1% | -1.9% |
| 30D | -10.1% | -3.0% | -7.1% | -8.9% |
| 3M | -31.3% | +3.3% | -34.7% | -32.2% |
| 6M | +71.3% | +9.2% | +62.1% | +65.5% |
| YTD | +81.2% | +10.6% | +70.6% | +73.9% |
| 1Y | +98.5% | +20.4% | +78.1% | +83.4% |
| 3Y | +428.2% | +121.8% | +306.4% | +286.0% |
| All | +663.2% | +40.7% | +622.5% | +532.2% |
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