+20.4%
KEY vs FDS
-17.4%
+37.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.3% |
| 7D | +2.2% | -1.9% | +4.1% | +2.2% |
| 30D | -3.0% | +9.0% | -12.0% | -3.0% |
| 3M | +3.3% | +18.9% | -15.5% | +3.4% |
| 6M | +9.2% | +35.1% | -25.9% | +9.0% |
| YTD | +10.6% | +5.5% | +5.2% | +11.0% |
| 1Y | +20.4% | -16.8% | +37.2% | +15.3% |
| All | +20.4% | -17.4% | +37.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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