+75.7%
KEY vs FND
+68.8%
+6.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -0.5% | -4.4% | +3.9% | +0.9% |
| 30D | +6.7% | +14.5% | -7.8% | +1.7% |
| 3M | -4.6% | -15.6% | +11.0% | +0.1% |
| 6M | +2.6% | +4.7% | -2.1% | -1.2% |
| YTD | +7.0% | -16.1% | +23.1% | +9.3% |
| 1Y | +23.5% | -16.0% | +39.5% | +25.7% |
| 3Y | +126.4% | -35.5% | +161.9% | +141.9% |
| 5Y | +13.0% | -60.5% | +73.5% | +34.6% |
| All | +75.7% | +68.8% | +6.9% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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