+41.2%
KEY vs FLR
+242.2%
-201.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | +2.2% | +5.4% | -3.2% | +0.7% |
| 30D | -3.0% | +11.4% | -14.4% | -6.6% |
| 3M | +3.3% | +11.4% | -8.1% | -1.1% |
| 6M | +9.2% | +16.6% | -7.4% | +2.0% |
| YTD | +10.6% | +41.7% | -31.1% | -3.1% |
| 1Y | +20.4% | +35.4% | -15.0% | +6.1% |
| 3Y | +121.8% | +57.3% | +64.5% | +72.6% |
| All | +41.2% | +242.2% | -201.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling