+126.1%
KEY vs FIVN
-55.1%
+181.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.3% |
| 7D | -0.4% | -19.3% | +18.9% | +2.8% |
| 30D | +7.2% | -20.7% | +27.9% | +10.7% |
| 3M | -4.9% | -15.1% | +10.2% | -3.5% |
| 6M | +1.1% | +30.6% | -29.6% | -6.6% |
| YTD | +6.8% | +44.0% | -37.2% | -5.0% |
| 1Y | +23.3% | +45.5% | -22.2% | +9.0% |
| 3Y | +126.1% | -52.8% | +178.8% | +140.9% |
| All | +126.1% | -55.1% | +181.2% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling