+755.4%
KEYS vs FDS
+127.7%
+627.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | +9.4% | +1.5% | +7.9% | +9.0% |
| 30D | -16.8% | +14.8% | -31.6% | -20.8% |
| 3M | -15.9% | +16.3% | -32.2% | -21.0% |
| 6M | -17.6% | +66.2% | -83.8% | -34.8% |
| YTD | +46.5% | +16.2% | +30.3% | +32.5% |
| 1Y | +66.9% | +21.8% | +45.0% | +46.9% |
| 3Y | +141.4% | -23.9% | +165.3% | +163.7% |
| 5Y | +59.5% | -23.1% | +82.6% | +71.2% |
| All | +755.4% | +127.7% | +627.7% | +437.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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