+774.2%
KEYS vs FIVE
+505.3%
+268.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.1% |
| 7D | +16.7% | +2.4% | +14.3% | +16.0% |
| 30D | -17.8% | +15.8% | -33.7% | -21.0% |
| 3M | -14.2% | +3.8% | -18.0% | -15.5% |
| 6M | -15.9% | +18.5% | -34.4% | -20.5% |
| YTD | +49.7% | +31.2% | +18.5% | +37.3% |
| 1Y | +65.3% | +61.8% | +3.5% | +43.6% |
| 3Y | +144.9% | +39.9% | +105.0% | +106.4% |
| 5Y | +63.0% | +18.3% | +44.7% | +38.3% |
| All | +774.2% | +505.3% | +268.9% | +433.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling