+83.7%
KEYS vs FE
+48.2%
+35.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +4.4% | +0.6% | +3.8% | +4.3% |
| 30D | -2.2% | -2.1% | -0.1% | -1.8% |
| 3M | +0.5% | +2.6% | -2.1% | -0.3% |
| 6M | +22.4% | -6.8% | +29.2% | +24.1% |
| YTD | +64.1% | +6.9% | +57.2% | +60.9% |
| 1Y | +97.0% | +11.6% | +85.4% | +90.4% |
| 3Y | +152.0% | +47.7% | +104.3% | +117.2% |
| 5Y | +83.7% | +46.2% | +37.5% | +55.2% |
| All | +83.7% | +48.2% | +35.6% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling