+113.9%
KEY vs FIVE
+34.8%
+79.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +5.1% | +17.7% | -12.5% | +2.2% |
| 3M | -7.1% | +4.0% | -11.1% | -8.0% |
| 6M | -4.4% | +2.6% | -7.0% | -5.5% |
| YTD | +4.0% | +27.6% | -23.6% | -1.5% |
| 1Y | +23.4% | +59.9% | -36.5% | +12.1% |
| 3Y | +113.9% | +35.8% | +78.1% | +75.8% |
| All | +113.9% | +34.8% | +79.1% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling