+34.8%
KEY vs FRSH
-70.7%
+105.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.9% | +4.6% | -1.7% | +2.1% |
| 30D | +8.4% | -7.5% | +15.9% | +9.7% |
| 3M | -5.8% | -0.1% | -5.7% | -6.2% |
| 6M | +5.4% | +54.5% | -49.1% | -3.7% |
| YTD | +7.1% | +3.4% | +3.6% | +4.1% |
| 1Y | +26.8% | +6.4% | +20.4% | +22.6% |
| 3Y | +128.7% | -26.3% | +154.9% | +130.7% |
| 5Y | +13.6% | -66.4% | +80.1% | +11.3% |
| All | +34.8% | -70.7% | +105.5% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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