+128.7%
KEY vs FFIV
+95.4%
+33.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.4% |
| 7D | +2.9% | -0.5% | +3.5% | +3.1% |
| 30D | +8.4% | -32.4% | +40.8% | +20.6% |
| 3M | -5.8% | -25.7% | +19.9% | +0.9% |
| 6M | +5.4% | -13.5% | +18.9% | +5.4% |
| YTD | +7.1% | +21.1% | -14.0% | -8.9% |
| 1Y | +26.8% | +29.4% | -2.6% | +4.4% |
| 3Y | +128.7% | +94.9% | +33.8% | +39.1% |
| All | +128.7% | +95.4% | +33.3% | +39.1% |
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