+169.3%
KEY vs FIVN
+105.2%
+64.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.1% |
| 7D | -0.3% | -9.6% | +9.3% | +1.0% |
| 30D | -3.3% | -11.9% | +8.6% | -1.8% |
| 3M | -0.7% | +40.1% | -40.8% | -6.0% |
| 6M | +12.5% | +68.3% | -55.8% | +2.3% |
| YTD | +8.4% | +51.5% | -43.1% | -0.3% |
| 1Y | +18.4% | +15.1% | +3.3% | +13.1% |
| 3Y | +123.3% | -55.6% | +178.9% | +134.9% |
| 5Y | +38.8% | -82.4% | +121.3% | +51.1% |
| 10Y | +169.3% | +114.5% | +54.8% | +118.3% |
| All | +169.3% | +105.2% | +64.1% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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