+341.3%
KEY vs FIVE
+826.1%
-484.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.5% | -1.6% |
| 7D | -2.5% | -1.7% | -0.7% | -2.0% |
| 30D | +4.1% | +14.9% | -10.9% | 0.0% |
| 3M | -8.4% | +7.6% | -16.0% | -10.8% |
| 6M | -2.3% | +6.4% | -8.7% | -5.4% |
| YTD | +4.6% | +28.1% | -23.5% | -4.4% |
| 1Y | +24.6% | +54.7% | -30.2% | +7.8% |
| 3Y | +112.8% | +36.1% | +76.7% | +77.8% |
| 5Y | +12.9% | +14.9% | -2.0% | -4.3% |
| 10Y | +126.7% | +578.8% | -452.2% | +21.8% |
| All | +341.3% | +826.1% | -484.8% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling