+12.2%
KEY vs FDS
-22.8%
+35.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.5% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +5.1% | +20.2% | -15.1% | -0.3% |
| 3M | -7.1% | +19.9% | -27.0% | -12.4% |
| 6M | -4.4% | +56.2% | -60.5% | -19.0% |
| YTD | +4.0% | +14.6% | -10.5% | -0.8% |
| 1Y | +23.4% | +31.6% | -8.2% | +8.9% |
| 3Y | +113.9% | -23.8% | +137.7% | +149.5% |
| All | +12.2% | -22.8% | +35.0% | +22.0% |
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