+9.7%
FPS vs KEYS
+54.7%
-44.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.0% | +5.0% | +5.8% |
| 7D | +1.5% | +3.5% | -2.0% | -1.0% |
| 30D | -16.9% | -4.5% | -12.4% | -13.7% |
| 3M | -45.3% | -0.4% | -44.9% | -45.0% |
| 6M | -10.3% | +19.1% | -29.4% | -16.7% |
| All | +9.7% | +54.7% | -44.9% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling