+1,058.3%
KEYS vs FIVE
+546.2%
+512.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +0.2% |
| 7D | +2.3% | +4.3% | -2.0% | +1.2% |
| 30D | -2.6% | +12.5% | -15.1% | -5.7% |
| 3M | -4.6% | +31.2% | -35.9% | -11.2% |
| 6M | +8.7% | +14.4% | -5.6% | +4.0% |
| YTD | +61.0% | +33.9% | +27.1% | +48.3% |
| 1Y | +96.0% | +65.1% | +30.9% | +71.0% |
| 3Y | +144.4% | +49.0% | +95.4% | +105.1% |
| 5Y | +80.5% | +30.3% | +50.2% | +51.3% |
| 10Y | +974.9% | +481.1% | +493.8% | +552.3% |
| All | +1,058.3% | +546.2% | +512.1% | +581.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling