+124.8%
KEY vs FRSH
-45.4%
+170.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.2% | -0.7% |
| 7D | +2.7% | -10.1% | +12.8% | +5.0% |
| 30D | -3.2% | +2.2% | -5.4% | -4.0% |
| 3M | +1.0% | +28.6% | -27.6% | -5.2% |
| 6M | +11.9% | +40.2% | -28.3% | +1.9% |
| YTD | +8.7% | -1.2% | +9.9% | +7.3% |
| 1Y | +18.5% | -7.9% | +26.4% | +19.0% |
| All | +124.8% | -45.4% | +170.2% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling