+72.4%
KEY vs FFIV
+5,982.7%
-5,910.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.7% | -1.9% |
| 7D | -2.5% | -14.2% | +11.8% | -0.1% |
| 30D | +4.1% | -33.6% | +37.7% | +10.6% |
| 3M | -8.4% | -24.2% | +15.9% | -4.9% |
| 6M | -2.3% | -8.3% | +6.0% | -1.9% |
| YTD | +4.6% | +22.1% | -17.6% | -0.2% |
| 1Y | +24.6% | +26.5% | -1.9% | +18.2% |
| 3Y | +112.8% | +102.3% | +10.4% | +87.1% |
| 5Y | +12.9% | +40.6% | -27.7% | +4.8% |
| 10Y | +126.7% | +129.7% | -3.0% | +95.9% |
| All | +72.4% | +5,982.7% | -5,910.3% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling