+117.9%
KEY vs FIVE
+563.4%
-445.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +5.1% | +17.7% | -12.5% | -0.2% |
| 3M | -7.1% | +4.0% | -11.1% | -8.9% |
| 6M | -4.4% | +2.6% | -7.0% | -6.8% |
| YTD | +4.0% | +27.6% | -23.6% | -6.1% |
| 1Y | +23.4% | +59.9% | -36.5% | +3.4% |
| 3Y | +113.9% | +35.8% | +78.1% | +75.0% |
| 5Y | +12.3% | +14.4% | -2.1% | -6.4% |
| All | +117.9% | +563.4% | -445.6% | +3.0% |
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