+975.1%
KEYS vs FIVE
+483.6%
+491.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.0% |
| 7D | +0.9% | +0.6% | +0.4% | +0.8% |
| 30D | -5.3% | +3.0% | -8.3% | -6.2% |
| 3M | +0.5% | +23.2% | -22.7% | -5.3% |
| 6M | +14.0% | +9.2% | +4.9% | +10.1% |
| YTD | +60.3% | +28.1% | +32.2% | +48.5% |
| 1Y | +91.3% | +65.3% | +26.1% | +65.5% |
| 3Y | +146.1% | +49.4% | +96.7% | +104.1% |
| 5Y | +80.8% | +29.5% | +51.3% | +50.2% |
| All | +975.1% | +483.6% | +491.5% | +538.1% |
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