+172.4%
KEY vs FDS
+87.3%
+85.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.9% |
| 7D | +2.2% | -1.9% | +4.1% | +3.0% |
| 30D | -3.0% | +9.0% | -12.0% | -7.3% |
| 3M | +3.3% | +18.9% | -15.5% | -6.8% |
| 6M | +9.2% | +35.1% | -25.9% | -10.0% |
| YTD | +10.6% | +5.5% | +5.2% | +3.1% |
| 1Y | +20.4% | -16.8% | +37.2% | +27.5% |
| 3Y | +121.8% | -28.1% | +149.9% | +153.3% |
| 5Y | +41.1% | -17.4% | +58.5% | +44.4% |
| All | +172.4% | +87.3% | +85.1% | +63.8% |
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