-16.6%
KEYS vs FIVE
+12.4%
-29.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +4.9% |
| 7D | +6.9% | -0.5% | +7.4% | +6.8% |
| 30D | -19.1% | +17.4% | -36.5% | -19.3% |
| 3M | -11.1% | +7.0% | -18.1% | -11.4% |
| 6M | -16.6% | +20.5% | -37.0% | -17.4% |
| All | -16.6% | +12.4% | -29.0% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling