+863.3%
KEYS vs FE
+122.5%
+740.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.5% |
| 7D | -11.4% | 0.0% | -11.4% | -11.4% |
| 30D | -28.7% | +5.2% | -33.8% | -29.7% |
| 3M | -19.2% | 0.0% | -19.2% | -19.4% |
| 6M | -25.8% | +5.0% | -30.8% | -27.1% |
| YTD | +33.9% | +7.9% | +26.0% | +30.3% |
| 1Y | +47.1% | +6.3% | +40.7% | +43.5% |
| 3Y | +119.4% | +46.0% | +73.4% | +92.0% |
| 5Y | +48.2% | +45.6% | +2.5% | +28.9% |
| 10Y | +755.2% | +109.3% | +645.9% | +580.3% |
| All | +863.3% | +122.5% | +740.8% | +648.6% |
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