+11.4%
FPS vs KEYS
+52.3%
-40.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +1.6% |
| 7D | +10.4% | +4.4% | +6.0% | +6.8% |
| 30D | -16.5% | -2.2% | -14.3% | -15.0% |
| 3M | -45.5% | +0.5% | -46.1% | -45.3% |
| 6M | +2.1% | +22.4% | -20.3% | -5.1% |
| All | +11.4% | +52.3% | -40.9% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling