+41.2%
KEY vs FND
-60.2%
+101.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.2% |
| 7D | +2.2% | -5.2% | +7.4% | +3.8% |
| 30D | -3.0% | -19.9% | +16.9% | +3.3% |
| 3M | +3.3% | +2.7% | +0.6% | +1.2% |
| 6M | +9.2% | -21.7% | +30.9% | +15.5% |
| YTD | +10.6% | -17.5% | +28.2% | +14.1% |
| 1Y | +20.4% | -39.3% | +59.7% | +36.3% |
| 3Y | +121.8% | -49.8% | +171.6% | +155.9% |
| All | +41.2% | -60.2% | +101.4% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling