+59.6%
KEYS vs FCUV
-98.1%
+157.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -7.5% | +1.2% | -6.3% |
| 7D | -14.8% | -8.6% | -6.2% | -14.8% |
| 30D | -25.6% | -25.9% | +0.3% | -25.6% |
| 3M | -16.2% | -69.8% | +53.6% | -16.2% |
| 6M | -18.6% | -31.6% | +13.0% | -18.1% |
| YTD | +40.7% | -90.1% | +130.8% | +47.7% |
| 1Y | +59.6% | -98.0% | +157.6% | +79.6% |
| All | +59.6% | -98.1% | +157.7% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling