+113.6%
KEY vs FFIV
+132.4%
-18.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.6% |
| 7D | -0.4% | -2.1% | +1.7% | +0.6% |
| 30D | +7.2% | -33.8% | +41.0% | +29.5% |
| 3M | -4.9% | -20.6% | +15.7% | +3.3% |
| 6M | +1.1% | -10.2% | +11.3% | +1.4% |
| YTD | +6.8% | +24.5% | -17.7% | -12.8% |
| 1Y | +23.3% | +29.3% | -6.0% | -1.7% |
| 3Y | +126.1% | +103.8% | +22.3% | +32.3% |
| 5Y | +15.2% | +40.9% | -25.7% | -18.3% |
| 10Y | +113.6% | +126.6% | -13.0% | -4.5% |
| All | +113.6% | +132.4% | -18.8% | -4.5% |
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