+147.8%
KEYS vs FFIV
+102.3%
+45.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.5% |
| 7D | +6.9% | -2.9% | +9.9% | +8.5% |
| 30D | -19.1% | -32.4% | +13.3% | -5.5% |
| 3M | -11.1% | -22.7% | +11.6% | -2.7% |
| 6M | -16.6% | -10.7% | -5.9% | -14.9% |
| YTD | +50.4% | +25.4% | +25.1% | +28.3% |
| 1Y | +67.5% | +34.2% | +33.3% | +37.7% |
| All | +147.8% | +102.3% | +45.6% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling