+172.9%
KEY vs FIVE
+478.4%
-305.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -1.3% |
| 7D | +2.2% | +4.3% | -2.1% | +0.8% |
| 30D | -3.0% | +12.5% | -15.5% | -6.9% |
| 3M | +3.3% | +31.2% | -27.9% | -5.9% |
| 6M | +9.2% | +14.4% | -5.2% | +2.7% |
| YTD | +10.6% | +33.9% | -23.2% | -1.3% |
| 1Y | +20.4% | +65.1% | -44.7% | -0.3% |
| 3Y | +121.8% | +49.0% | +72.9% | +76.2% |
| 5Y | +41.1% | +30.3% | +10.8% | +11.9% |
| All | +172.9% | +478.4% | -305.6% | +29.7% |
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