+975.1%
KEYS vs FDS
+66.9%
+908.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.8% | +4.2% | +0.3% |
| 7D | +0.9% | -16.0% | +16.9% | +6.6% |
| 30D | -5.3% | -6.7% | +1.5% | -3.7% |
| 3M | +0.5% | +6.0% | -5.4% | -4.2% |
| 6M | +14.0% | +25.1% | -11.0% | -1.2% |
| YTD | +60.3% | -8.1% | +68.4% | +57.8% |
| 1Y | +91.3% | -26.0% | +117.3% | +106.7% |
| 3Y | +146.1% | -36.4% | +182.6% | +183.6% |
| 5Y | +80.8% | -27.7% | +108.5% | +93.3% |
| All | +975.1% | +66.9% | +908.3% | +654.3% |
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