+1,020.9%
KEYS vs FE
+110.4%
+910.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | -1.3% | -1.2% | -0.1% | -1.0% |
| 3M | -0.1% | +1.7% | -1.8% | -0.9% |
| 6M | +17.4% | -7.5% | +24.8% | +19.6% |
| YTD | +62.9% | +6.3% | +56.6% | +59.2% |
| 1Y | +95.7% | +10.9% | +84.9% | +88.5% |
| 3Y | +150.2% | +46.9% | +103.3% | +116.7% |
| 5Y | +83.1% | +47.6% | +35.5% | +57.4% |
| 10Y | +1,020.9% | +114.5% | +906.5% | +809.5% |
| All | +1,020.9% | +110.4% | +910.6% | +809.5% |
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