+93.0%
KEY vs USFR
+28.5%
+64.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +7.1% | +0.4% | +6.8% | +6.4% |
| 3M | -5.9% | +1.0% | -7.0% | -7.6% |
| 6M | +2.2% | +2.0% | +0.2% | -1.4% |
| YTD | +6.4% | +3.4% | +3.0% | 0.0% |
| 1Y | +24.8% | +4.1% | +20.7% | +15.9% |
| 3Y | +125.2% | +14.4% | +110.8% | +74.8% |
| 5Y | +13.0% | +21.4% | -8.4% | -24.0% |
| All | +93.0% | +28.5% | +64.5% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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