+689.7%
FLEX vs KEYS
+79.0%
+610.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.9% |
| 7D | +0.1% | +0.9% | -0.8% | -0.5% |
| 30D | -11.8% | -5.3% | -6.5% | -7.8% |
| 3M | -22.6% | +0.5% | -23.1% | -21.5% |
| 6M | +77.3% | +14.0% | +63.3% | +68.1% |
| YTD | +78.8% | +60.3% | +18.5% | +31.8% |
| 1Y | +86.1% | +91.3% | -5.3% | +20.7% |
| 3Y | +446.2% | +146.1% | +300.1% | +196.4% |
| 5Y | +689.7% | +80.8% | +608.9% | +387.3% |
| All | +689.7% | +79.0% | +610.7% | +387.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling