+86.3%
FOXA vs KEY
+81.9%
+4.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -5.4% | -0.3% | -5.1% | -5.3% |
| 30D | +1.1% | -3.3% | +4.4% | +2.3% |
| 3M | -6.1% | -0.7% | -5.4% | -6.0% |
| 6M | +8.2% | +12.5% | -4.3% | +3.6% |
| YTD | -11.8% | +8.4% | -20.2% | -14.6% |
| 1Y | +9.9% | +18.4% | -8.5% | +3.0% |
| 3Y | +110.7% | +123.3% | -12.6% | +54.5% |
| 5Y | +86.9% | +38.8% | +48.1% | +54.3% |
| All | +86.3% | +81.9% | +4.4% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling