+34.0%
KEY vs FRSH
-70.7%
+104.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.3% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +7.1% | -8.8% | +16.0% | +8.6% |
| 3M | -5.9% | +8.8% | -14.7% | -7.8% |
| 6M | +2.2% | +49.1% | -46.9% | -6.0% |
| YTD | +6.4% | +3.4% | +3.0% | +3.5% |
| 1Y | +24.8% | +8.8% | +15.9% | +20.1% |
| 3Y | +125.2% | -27.4% | +152.6% | +127.8% |
| 5Y | +13.0% | -66.4% | +79.4% | +10.7% |
| All | +34.0% | -70.7% | +104.7% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling