+774.2%
KEYS vs FE
+123.7%
+650.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +16.7% | -0.3% | +17.0% | +16.8% |
| 30D | -17.8% | +3.9% | -21.7% | -18.8% |
| 3M | -14.2% | -0.1% | -14.1% | -14.3% |
| 6M | -15.9% | +6.1% | -22.0% | -17.7% |
| YTD | +49.7% | +8.1% | +41.7% | +45.4% |
| 1Y | +65.3% | +4.4% | +60.9% | +62.1% |
| 3Y | +144.9% | +49.0% | +95.8% | +111.1% |
| 5Y | +63.0% | +46.1% | +16.9% | +40.5% |
| All | +774.2% | +123.7% | +650.5% | +619.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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