+1,594.9%
FLEX vs KEYS
+1,095.1%
+499.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.1% |
| 7D | +7.0% | +4.4% | +2.5% | +3.9% |
| 30D | -5.8% | -2.2% | -3.6% | -4.1% |
| 3M | -24.2% | +0.5% | -24.8% | -23.2% |
| 6M | +90.8% | +22.4% | +68.4% | +73.5% |
| YTD | +89.2% | +64.1% | +25.1% | +40.6% |
| 1Y | +104.7% | +97.0% | +7.8% | +35.2% |
| 3Y | +478.1% | +152.0% | +326.1% | +226.7% |
| 5Y | +726.2% | +83.7% | +642.5% | +449.9% |
| 10Y | +1,060.6% | +997.9% | +62.7% | +218.2% |
| All | +1,594.9% | +1,095.1% | +499.8% | +334.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling