+99.5%
KEY vs FIVE
+535.9%
-436.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +6.7% | +17.4% | -10.7% | +1.4% |
| 3M | -4.6% | +7.0% | -11.6% | -7.2% |
| 6M | +2.6% | +20.5% | -17.9% | -4.9% |
| YTD | +7.0% | +33.1% | -26.2% | -4.7% |
| 1Y | +23.5% | +67.1% | -43.6% | +2.1% |
| 3Y | +126.4% | +41.9% | +84.5% | +82.7% |
| 5Y | +13.0% | +21.1% | -8.0% | -7.5% |
| 10Y | +99.5% | +518.8% | -419.3% | -2.4% |
| All | +99.5% | +535.9% | -436.4% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling