+1,058.3%
KEYS vs FFIV
+245.5%
+812.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.6% |
| 7D | +2.3% | -1.0% | +3.2% | +2.7% |
| 30D | -2.6% | -5.1% | +2.4% | -0.4% |
| 3M | -4.6% | -4.5% | -0.2% | -2.9% |
| 6M | +8.7% | +36.5% | -27.7% | -7.3% |
| YTD | +61.0% | +53.0% | +8.1% | +29.1% |
| 1Y | +96.0% | +24.2% | +71.8% | +72.4% |
| 3Y | +144.4% | +137.2% | +7.2% | +55.7% |
| 5Y | +80.5% | +91.8% | -11.3% | +24.7% |
| 10Y | +974.9% | +215.2% | +759.8% | +491.1% |
| All | +1,058.3% | +245.5% | +812.8% | +502.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling