+99.5%
KEY vs FFIV
+130.1%
-30.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -0.5% | -2.9% | +2.4% | +1.0% |
| 30D | +6.7% | -32.4% | +39.1% | +27.5% |
| 3M | -4.6% | -22.7% | +18.1% | +5.2% |
| 6M | +2.6% | -10.7% | +13.3% | +3.2% |
| YTD | +7.0% | +25.4% | -18.4% | -13.0% |
| 1Y | +23.5% | +34.2% | -10.7% | -3.6% |
| 3Y | +126.4% | +101.2% | +25.2% | +33.7% |
| 5Y | +13.0% | +42.0% | -28.9% | -20.1% |
| 10Y | +99.5% | +126.7% | -27.2% | -11.2% |
| All | +99.5% | +130.1% | -30.6% | -11.2% |
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