+440.9%
FLEX vs KEYS
+144.6%
+296.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.8% |
| 7D | +0.1% | +0.9% | -0.8% | -0.6% |
| 30D | -11.8% | -5.3% | -6.5% | -7.5% |
| 3M | -22.6% | +0.5% | -23.1% | -21.5% |
| 6M | +77.3% | +14.0% | +63.3% | +68.0% |
| YTD | +78.8% | +60.3% | +18.5% | +30.1% |
| 1Y | +86.1% | +91.3% | -5.3% | +18.1% |
| All | +440.9% | +144.6% | +296.3% | +193.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling