+922.9%
KEYS vs FIVE
+550.2%
+372.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.6% | +0.6% | +4.8% |
| 7D | -3.3% | +6.2% | -9.5% | -4.8% |
| 30D | -24.5% | +18.2% | -42.7% | -27.6% |
| 3M | -15.3% | +3.8% | -19.1% | -16.5% |
| 6M | -19.8% | +13.7% | -33.5% | -23.3% |
| YTD | +42.2% | +34.7% | +7.5% | +30.3% |
| 1Y | +59.8% | +66.6% | -6.9% | +39.0% |
| 3Y | +137.0% | +44.3% | +92.8% | +100.1% |
| 5Y | +55.5% | +18.8% | +36.7% | +32.9% |
| 10Y | +755.4% | +569.2% | +186.2% | +408.5% |
| All | +922.9% | +550.2% | +372.7% | +498.8% |
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