-32.8%
FPS vs KEY
-4.6%
-28.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +7.3% |
| 7D | -24.5% | -1.3% | -23.2% | -23.9% |
| 30D | -52.1% | +5.1% | -57.2% | -53.5% |
| 3M | -48.4% | -7.1% | -41.2% | -45.2% |
| 6M | -54.4% | -4.4% | -50.0% | -53.2% |
| All | -32.8% | -4.6% | -28.2% | -32.0% |
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