+12.2%
KEY vs USFR
+21.3%
-9.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.3% | +0.1% | -1.4% | -0.9% |
| 30D | +5.1% | +0.4% | +4.7% | +6.6% |
| 3M | -7.1% | +1.1% | -8.2% | -3.8% |
| 6M | -4.4% | +2.1% | -6.4% | +2.2% |
| YTD | +4.0% | +3.4% | +0.6% | +15.4% |
| 1Y | +23.4% | +4.1% | +19.3% | +39.3% |
| 3Y | +113.9% | +14.4% | +99.5% | +233.8% |
| All | +12.2% | +21.3% | -9.1% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling