+41.2%
KEY vs FE
+45.0%
-3.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +2.2% | +1.9% | +0.3% | +1.5% |
| 30D | -3.0% | -1.2% | -1.9% | -2.6% |
| 3M | +3.3% | +3.5% | -0.2% | +1.9% |
| 6M | +9.2% | -6.1% | +15.3% | +11.4% |
| YTD | +10.6% | +7.6% | +3.0% | +6.9% |
| 1Y | +20.4% | +11.9% | +8.5% | +14.2% |
| 3Y | +121.8% | +48.4% | +73.4% | +79.4% |
| All | +41.2% | +45.0% | -3.8% | +12.4% |
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