+40.8%
KEY vs FDS
-20.4%
+61.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.5% |
| 7D | +2.7% | -5.4% | +8.1% | +4.3% |
| 30D | -3.2% | +1.6% | -4.8% | -3.9% |
| 3M | +1.0% | +17.7% | -16.8% | -4.9% |
| 6M | +11.9% | +29.1% | -17.2% | +0.5% |
| YTD | +8.7% | +1.0% | +7.7% | +7.8% |
| 1Y | +18.5% | -21.6% | +40.1% | +32.9% |
| 3Y | +124.0% | -30.1% | +154.1% | +164.2% |
| 5Y | +40.8% | -20.7% | +61.6% | +63.7% |
| All | +40.8% | -20.4% | +61.2% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling