+94.2%
KEY vs FFIV
+118.6%
-24.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +2.0% |
| 7D | +2.9% | -0.5% | +3.5% | +3.2% |
| 30D | +8.4% | -32.4% | +40.8% | +29.4% |
| 3M | -5.8% | -25.7% | +19.9% | +6.0% |
| 6M | +5.4% | -13.5% | +18.9% | +7.8% |
| YTD | +7.1% | +21.1% | -14.0% | -11.4% |
| 1Y | +26.8% | +29.4% | -2.6% | +0.9% |
| 3Y | +128.7% | +94.9% | +33.8% | +37.2% |
| 5Y | +13.6% | +34.7% | -21.1% | -17.3% |
| All | +94.2% | +118.6% | -24.4% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling