+70.6%
KEYS vs FIVE
+62.8%
+7.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.1% |
| 7D | +16.7% | +2.4% | +14.3% | +16.1% |
| 30D | -17.8% | +15.8% | -33.7% | -20.4% |
| 3M | -14.2% | +3.8% | -18.0% | -15.2% |
| 6M | -15.9% | +18.5% | -34.4% | -20.8% |
| YTD | +49.7% | +31.2% | +18.5% | +31.3% |
| All | +70.6% | +62.8% | +7.8% | +27.0% |
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