+152.0%
KEYS vs FIVE
+59.0%
+93.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +4.4% | +3.7% | +0.8% | +3.6% |
| 30D | -2.2% | +4.0% | -6.2% | -3.3% |
| 3M | +0.5% | +36.2% | -35.7% | -6.8% |
| 6M | +22.4% | +18.0% | +4.4% | +16.6% |
| YTD | +64.1% | +34.9% | +29.2% | +51.7% |
| 1Y | +97.0% | +67.9% | +29.0% | +73.0% |
| 3Y | +152.0% | +57.3% | +94.7% | +91.7% |
| All | +152.0% | +59.0% | +93.0% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling