+1,058.3%
KEYS vs FDS
+182.5%
+875.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +2.6% |
| 7D | +2.3% | -1.9% | +4.2% | +2.9% |
| 30D | -2.6% | +9.0% | -11.6% | -6.0% |
| 3M | -4.6% | +18.9% | -23.5% | -12.6% |
| 6M | +8.7% | +35.1% | -26.4% | -8.0% |
| YTD | +61.0% | +5.5% | +55.5% | +50.9% |
| 1Y | +96.0% | -16.8% | +112.8% | +103.9% |
| 3Y | +144.4% | -28.1% | +172.5% | +170.6% |
| 5Y | +80.5% | -17.4% | +97.9% | +84.2% |
| 10Y | +974.9% | +85.4% | +889.5% | +591.5% |
| All | +1,058.3% | +182.5% | +875.8% | +516.0% |
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