+93.1%
FOXA vs KEY
+39.4%
+53.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | -0.6% | +2.7% | -3.4% | -1.4% |
| 30D | +2.3% | -3.2% | +5.5% | +3.3% |
| 3M | -2.8% | +1.0% | -3.8% | -3.2% |
| 6M | +9.6% | +11.9% | -2.3% | +5.7% |
| YTD | -9.9% | +8.7% | -18.6% | -12.4% |
| 1Y | +5.4% | +18.5% | -13.1% | -0.3% |
| 3Y | +115.3% | +124.0% | -8.7% | +66.7% |
| 5Y | +93.1% | +40.8% | +52.2% | +64.4% |
| All | +93.1% | +39.4% | +53.7% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling