+981.9%
KEYS vs FE
+122.9%
+859.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | +6.9% | -0.4% | +7.3% | +7.0% |
| 30D | -19.1% | +3.6% | -22.7% | -19.9% |
| 3M | -11.1% | +0.3% | -11.4% | -11.3% |
| 6M | -16.6% | +6.4% | -23.0% | -18.4% |
| YTD | +50.4% | +8.1% | +42.3% | +46.3% |
| 1Y | +67.5% | +4.6% | +62.9% | +64.3% |
| 3Y | +146.0% | +49.1% | +96.9% | +113.9% |
| 5Y | +64.5% | +46.1% | +18.4% | +43.1% |
| 10Y | +784.1% | +122.7% | +661.4% | +594.2% |
| All | +981.9% | +122.9% | +859.0% | +740.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling