-17.6%
KEYS vs FFIV
-12.8%
-4.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.1% |
| 7D | +9.4% | -0.5% | +9.9% | +9.7% |
| 30D | -16.8% | -32.4% | +15.6% | -7.0% |
| 3M | -15.9% | -25.7% | +9.8% | -10.0% |
| 6M | -17.6% | -13.5% | -4.1% | -17.8% |
| All | -17.6% | -12.8% | -4.8% | -17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling