+0.7%
FPS vs KEYS
+48.7%
-48.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -4.5% |
| 7D | -4.6% | +0.9% | -5.5% | -5.1% |
| 30D | -22.6% | -5.3% | -17.3% | -19.2% |
| 3M | -45.1% | +0.5% | -45.6% | -44.6% |
| 6M | -17.8% | +14.0% | -31.9% | -21.3% |
| All | +0.7% | +48.7% | -48.0% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling