+169.7%
KEY vs USFR
+28.5%
+141.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +5.1% | +0.4% | +4.7% | +4.8% |
| 3M | -7.1% | +1.1% | -8.2% | -8.0% |
| 6M | -4.4% | +2.1% | -6.4% | -6.1% |
| YTD | +4.0% | +3.4% | +0.6% | +0.9% |
| 1Y | +23.4% | +4.1% | +19.3% | +18.9% |
| 3Y | +113.9% | +14.4% | +99.5% | +89.1% |
| 5Y | +12.3% | +21.3% | -9.0% | -6.4% |
| 10Y | +125.5% | +28.5% | +97.0% | +79.2% |
| All | +169.7% | +28.5% | +141.1% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling