-93.2%
FRMI vs KEYS
+55.9%
-149.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.3% | -4.3% | -5.5% |
| 7D | -39.7% | -14.8% | -24.9% | -31.2% |
| 30D | -55.2% | -25.6% | -29.6% | -43.2% |
| 3M | -71.2% | -16.2% | -54.9% | -66.7% |
| 6M | -64.1% | -18.6% | -45.5% | -58.3% |
| YTD | -77.2% | +40.7% | -117.9% | -84.3% |
| 1Y | -93.2% | +59.6% | -152.8% | -95.5% |
| All | -93.2% | +55.9% | -149.1% | -95.5% |
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