+1,018.0%
KEYS vs FFIV
+249.4%
+768.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +2.3% |
| 7D | +3.5% | +5.4% | -1.9% | +0.7% |
| 30D | -4.5% | -2.7% | -1.8% | -3.4% |
| 3M | -0.4% | +4.5% | -4.9% | -3.1% |
| 6M | +19.1% | +42.2% | -23.1% | -1.7% |
| YTD | +66.7% | +61.3% | +5.4% | +28.0% |
| 1Y | +96.5% | +23.0% | +73.4% | +72.4% |
| 3Y | +155.2% | +156.3% | -1.1% | +50.5% |
| 5Y | +88.0% | +102.9% | -14.9% | +22.3% |
| All | +1,018.0% | +249.4% | +768.6% | +470.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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