+83.7%
KEYS vs FIVE
+38.7%
+45.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +4.4% | +3.7% | +0.8% | +3.4% |
| 30D | -2.2% | +4.0% | -6.2% | -3.5% |
| 3M | +0.5% | +36.2% | -35.7% | -7.9% |
| 6M | +22.4% | +18.0% | +4.4% | +15.6% |
| YTD | +64.1% | +34.9% | +29.2% | +49.6% |
| 1Y | +97.0% | +67.9% | +29.0% | +68.9% |
| 3Y | +152.0% | +57.3% | +94.7% | +104.4% |
| 5Y | +83.7% | +39.5% | +44.2% | +47.3% |
| All | +83.7% | +38.7% | +45.1% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling