+59.6%
KEYS vs FIVE
+63.3%
-3.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.7% | -13.0% | -7.6% |
| 7D | -14.8% | +7.5% | -22.3% | -16.1% |
| 30D | -25.6% | +16.7% | -42.3% | -28.1% |
| 3M | -16.2% | +13.4% | -29.6% | -19.3% |
| 6M | -18.6% | +9.0% | -27.7% | -20.4% |
| YTD | +40.7% | +33.8% | +6.9% | +23.6% |
| 1Y | +59.6% | +61.2% | -1.6% | +25.5% |
| All | +59.6% | +63.3% | -3.6% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling