+8.1%
FPS vs KEYS
+49.5%
-41.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +1.4% |
| 7D | +3.1% | +2.3% | +0.9% | +1.4% |
| 30D | -18.6% | -2.6% | -15.9% | -16.8% |
| 3M | -51.5% | -4.6% | -46.8% | -49.7% |
| 6M | -8.5% | +8.7% | -17.3% | -11.8% |
| All | +8.1% | +49.5% | -41.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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