+99.5%
KEY vs FDS
+132.8%
-33.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | -0.8% |
| 7D | -0.5% | -2.1% | +1.6% | +0.4% |
| 30D | +6.7% | +16.0% | -9.3% | -0.6% |
| 3M | -4.6% | +18.8% | -23.4% | -13.0% |
| 6M | +2.6% | +54.1% | -51.5% | -20.3% |
| YTD | +7.0% | +17.0% | -10.0% | -5.8% |
| 1Y | +23.5% | +25.5% | -2.1% | +3.5% |
| 3Y | +126.4% | -23.3% | +149.7% | +151.3% |
| 5Y | +13.0% | -22.6% | +35.7% | +22.8% |
| 10Y | +99.5% | +130.2% | -30.7% | +12.4% |
| All | +99.5% | +132.8% | -33.3% | +12.4% |
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