+125.3%
KEY vs FFIV
+102.8%
+22.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.5% | -4.2% | +4.7% | +1.8% |
| 30D | +6.9% | -33.9% | +40.7% | +19.9% |
| 3M | -5.0% | -22.6% | +17.6% | +0.3% |
| 6M | +0.7% | -10.4% | +11.1% | -0.4% |
| YTD | +6.5% | +24.3% | -17.8% | -10.1% |
| 1Y | +22.6% | +31.8% | -9.2% | +0.5% |
| 3Y | +125.3% | +99.5% | +25.8% | +35.3% |
| All | +125.3% | +102.8% | +22.5% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling