+12.2%
KEY vs FFIV
+39.5%
-27.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.3% | -8.1% | +6.8% | +1.9% |
| 30D | +5.1% | -33.4% | +38.5% | +21.4% |
| 3M | -7.1% | -24.7% | +17.6% | +1.1% |
| 6M | -4.4% | -8.8% | +4.5% | -5.7% |
| YTD | +4.0% | +21.8% | -17.8% | -12.5% |
| 1Y | +23.4% | +25.3% | -1.9% | +2.2% |
| 3Y | +113.9% | +101.2% | +12.8% | +34.3% |
| All | +12.2% | +39.5% | -27.2% | -24.8% |
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