+96.0%
KEYS vs FCUV
-81.1%
+177.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -13.7% | +15.1% | +1.5% |
| 7D | +2.3% | +62.8% | -60.6% | +2.1% |
| 30D | -2.6% | +66.5% | -69.1% | -2.8% |
| 3M | -4.6% | +459.9% | -464.6% | -5.5% |
| 6M | +8.7% | -12.4% | +21.1% | +12.0% |
| YTD | +61.0% | -47.5% | +108.6% | +68.0% |
| 1Y | +96.0% | -80.5% | +176.5% | +115.0% |
| All | +96.0% | -81.1% | +177.1% | +115.0% |
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