+12.2%
KEY vs FE
+43.6%
-31.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.3% | 0.0% | -1.2% | -1.3% |
| 30D | +5.1% | +5.2% | 0.0% | +3.2% |
| 3M | -7.1% | 0.0% | -7.1% | -7.1% |
| 6M | -4.4% | +5.0% | -9.4% | -6.3% |
| YTD | +4.0% | +7.9% | -3.9% | +0.3% |
| 1Y | +23.4% | +6.3% | +17.1% | +19.5% |
| 3Y | +113.9% | +46.0% | +67.9% | +73.7% |
| All | +12.2% | +43.6% | -31.4% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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