+20.4%
KEY vs FFIV
+25.9%
-5.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | -3.0% | -5.1% | +2.0% | -2.1% |
| 3M | +3.3% | -4.5% | +7.8% | +3.9% |
| 6M | +9.2% | +36.5% | -27.3% | -0.6% |
| YTD | +10.6% | +53.0% | -42.3% | -3.4% |
| 1Y | +20.4% | +24.2% | -3.8% | +14.6% |
| All | +20.4% | +25.9% | -5.5% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling