+20.4%
KEY vs FRMI
-93.4%
+113.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +2.6% |
| 7D | -0.4% | -24.7% | +24.3% | -0.1% |
| 30D | +7.2% | -51.6% | +58.8% | +7.9% |
| 3M | -4.9% | -73.1% | +68.2% | -3.7% |
| 6M | +1.1% | -68.3% | +69.3% | +1.9% |
| YTD | +6.8% | -79.3% | +86.1% | +8.2% |
| 1Y | +23.3% | -93.2% | +116.5% | +23.1% |
| All | +20.4% | -93.4% | +113.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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