+83.1%
KEYS vs FFIV
+100.0%
-16.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -2.7% |
| 7D | +2.9% | +3.5% | -0.5% | +1.0% |
| 30D | -1.3% | -1.3% | 0.0% | -0.8% |
| 3M | -0.1% | +2.4% | -2.5% | -1.8% |
| 6M | +17.4% | +41.8% | -24.4% | -4.0% |
| YTD | +62.9% | +58.5% | +4.4% | +24.2% |
| 1Y | +95.7% | +24.3% | +71.4% | +69.7% |
| 3Y | +150.2% | +152.0% | -1.8% | +40.8% |
| 5Y | +83.1% | +99.1% | -16.0% | +15.8% |
| All | +83.1% | +100.0% | -16.9% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling