-84.3%
FRMI vs KEYS
+88.1%
-172.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.9% | +4.4% |
| 7D | +2.4% | +2.3% | +0.1% | +0.9% |
| 30D | -17.3% | -2.6% | -14.7% | -15.5% |
| 3M | -17.2% | -4.6% | -12.5% | -15.5% |
| 6M | -43.4% | +8.7% | -52.1% | -47.6% |
| YTD | -36.0% | +61.0% | -97.0% | -53.0% |
| All | -84.3% | +88.1% | -172.3% | -87.6% |
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