+41.2%
KEY vs FFIV
+91.3%
-50.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.2% | -1.0% | +3.2% | +2.5% |
| 30D | -3.0% | -5.1% | +2.0% | -1.1% |
| 3M | +3.3% | -4.5% | +7.8% | +4.5% |
| 6M | +9.2% | +36.5% | -27.3% | -7.6% |
| YTD | +10.6% | +53.0% | -42.3% | -12.2% |
| 1Y | +20.4% | +24.2% | -3.8% | +5.5% |
| 3Y | +121.8% | +137.2% | -15.4% | +37.2% |
| All | +41.2% | +91.3% | -50.1% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling