-22.6%
FPS vs KEY
-1.4%
-21.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.5% | -18.8% | -18.0% |
| 7D | -23.3% | +1.7% | -25.0% | -24.1% |
| 30D | -42.4% | +6.8% | -49.2% | -44.7% |
| 3M | -43.0% | -5.8% | -37.2% | -39.8% |
| 6M | -44.5% | +1.4% | -45.9% | -45.5% |
| All | -22.6% | -1.4% | -21.2% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling