-4.4%
KEY vs FDS
+53.0%
-57.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.4% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +5.1% | +20.2% | -15.1% | +5.0% |
| 3M | -7.1% | +19.9% | -27.0% | -7.1% |
| 6M | -4.4% | +56.2% | -60.5% | -2.5% |
| All | -4.4% | +53.0% | -57.4% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling