+953.7%
KEYS vs FDS
+211.2%
+742.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | +9.4% | +1.5% | +7.9% | +8.9% |
| 30D | -16.8% | +14.8% | -31.6% | -21.0% |
| 3M | -15.9% | +16.3% | -32.2% | -21.4% |
| 6M | -17.6% | +66.2% | -83.8% | -35.6% |
| YTD | +46.5% | +16.2% | +30.3% | +31.3% |
| 1Y | +66.9% | +21.8% | +45.0% | +45.5% |
| 3Y | +141.4% | -23.9% | +165.3% | +161.5% |
| 5Y | +59.5% | -23.1% | +82.6% | +69.9% |
| 10Y | +761.1% | +128.7% | +632.4% | +399.5% |
| All | +953.7% | +211.2% | +742.5% | +436.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling