+113.6%
KEY vs FDS
+135.1%
-21.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | -0.4% | -5.0% | +4.6% | +1.9% |
| 30D | +7.2% | +13.8% | -6.6% | +0.7% |
| 3M | -4.9% | +14.8% | -19.7% | -12.0% |
| 6M | +1.1% | +47.4% | -46.3% | -19.8% |
| YTD | +6.8% | +14.2% | -7.3% | -4.9% |
| 1Y | +23.3% | +26.6% | -3.4% | +2.3% |
| 3Y | +126.1% | -24.4% | +150.5% | +152.2% |
| 5Y | +15.2% | -22.6% | +37.8% | +24.6% |
| 10Y | +113.6% | +130.0% | -16.4% | +19.1% |
| All | +113.6% | +135.1% | -21.5% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling