+90.8%
FOXA vs KEY
+85.6%
+5.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -4.0% | +2.2% | -6.2% | -4.7% |
| 30D | +12.0% | -3.0% | +15.0% | +13.1% |
| 3M | +0.3% | +3.3% | -3.1% | -1.0% |
| 6M | +12.5% | +9.2% | +3.3% | +8.7% |
| YTD | -9.6% | +10.6% | -20.3% | -13.1% |
| 1Y | +8.6% | +20.4% | -11.8% | +1.2% |
| 3Y | +118.5% | +121.8% | -3.3% | +60.5% |
| 5Y | +88.8% | +41.1% | +47.6% | +54.9% |
| All | +90.8% | +85.6% | +5.2% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling