+1,115.5%
FLEX vs KEYS
+1,049.9%
+65.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.0% | +3.2% | +4.4% |
| 7D | +5.7% | +3.5% | +2.2% | +3.4% |
| 30D | -7.0% | -4.5% | -2.6% | -3.6% |
| 3M | -23.8% | -0.4% | -23.4% | -22.4% |
| 6M | +82.6% | +19.1% | +63.5% | +68.1% |
| YTD | +91.6% | +66.7% | +25.0% | +38.5% |
| 1Y | +100.6% | +96.5% | +4.1% | +29.4% |
| 3Y | +479.8% | +155.2% | +324.6% | +213.0% |
| 5Y | +746.5% | +88.0% | +658.5% | +439.3% |
| All | +1,115.5% | +1,049.9% | +65.6% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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