+155.2%
KEYS vs FIVN
-55.2%
+210.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.8% |
| 7D | +3.5% | -7.8% | +11.3% | +4.6% |
| 30D | -4.5% | -1.7% | -2.7% | -4.5% |
| 3M | -0.4% | +47.2% | -47.6% | -7.5% |
| 6M | +19.1% | +82.7% | -63.6% | +3.3% |
| YTD | +66.7% | +52.9% | +13.7% | +49.5% |
| 1Y | +96.5% | +17.5% | +79.0% | +88.2% |
| 3Y | +155.2% | -55.8% | +211.0% | +173.4% |
| All | +155.2% | -55.2% | +210.4% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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