+216.3%
KEY vs FDS
+10,727.5%
-10,511.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -2.5% | +6.4% | -8.8% | -4.8% |
| 30D | +4.1% | +25.2% | -21.1% | -4.6% |
| 3M | -8.4% | +22.9% | -31.3% | -16.1% |
| 6M | -2.3% | +56.5% | -58.8% | -20.3% |
| YTD | +4.6% | +19.0% | -14.4% | -6.9% |
| 1Y | +24.6% | +32.7% | -8.2% | +5.7% |
| 3Y | +112.8% | -20.4% | +133.2% | +118.4% |
| 5Y | +12.9% | -19.6% | +32.5% | +15.1% |
| 10Y | +126.7% | +148.5% | -21.8% | +51.9% |
| All | +216.3% | +10,727.5% | -10,511.2% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling