+14.5%
KEY vs FDS
-23.2%
+37.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.9% | +1.5% | +1.5% | +2.5% |
| 30D | +8.4% | +14.8% | -6.4% | +4.1% |
| 3M | -5.8% | +16.3% | -22.0% | -10.3% |
| 6M | +5.4% | +66.2% | -60.8% | -12.5% |
| YTD | +7.1% | +16.2% | -9.2% | +1.7% |
| 1Y | +26.8% | +21.8% | +5.0% | +17.0% |
| 3Y | +128.7% | -23.9% | +152.6% | +168.4% |
| All | +14.5% | -23.2% | +37.6% | +27.1% |
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 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