+103.6%
KEY vs FE
+561.4%
-457.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +2.2% | +1.9% | +0.3% | +1.3% |
| 30D | -3.0% | -1.2% | -1.9% | -2.5% |
| 3M | +3.3% | +3.5% | -0.2% | +1.5% |
| 6M | +9.2% | -6.1% | +15.3% | +11.9% |
| YTD | +10.6% | +7.6% | +3.0% | +6.3% |
| 1Y | +20.4% | +11.9% | +8.5% | +13.3% |
| 3Y | +121.8% | +48.4% | +73.4% | +79.9% |
| 5Y | +41.1% | +44.8% | -3.7% | +14.4% |
| 10Y | +168.5% | +115.9% | +52.6% | +73.1% |
| All | +103.6% | +561.4% | -457.8% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling