+36.5%
KEY vs FRSH
-72.4%
+108.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -0.3% | -9.6% | +9.2% | +1.4% |
| 30D | -3.3% | -0.4% | -2.9% | -3.4% |
| 3M | -0.7% | +27.2% | -27.9% | -5.5% |
| 6M | +12.5% | +42.2% | -29.7% | +4.3% |
| YTD | +8.4% | -2.6% | +11.0% | +6.9% |
| 1Y | +18.4% | -10.2% | +28.6% | +18.4% |
| 3Y | +123.3% | -45.5% | +168.9% | +136.8% |
| All | +36.5% | -72.4% | +108.9% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling