+29.6%
KEY vs FDS
+31.1%
-1.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.5% |
| 7D | +1.7% | +9.4% | -7.8% | +1.5% |
| 30D | +6.8% | +23.8% | -17.0% | +6.6% |
| 3M | -5.8% | +25.1% | -31.0% | -6.0% |
| 6M | +1.4% | +53.8% | -52.3% | +1.3% |
| YTD | +7.5% | +19.6% | -12.0% | +7.8% |
| 1Y | +29.6% | +31.6% | -2.0% | +27.9% |
| All | +29.6% | +31.1% | -1.5% | +27.9% |
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