+90.1%
KEYS vs FIVN
-82.2%
+172.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.7% |
| 7D | +3.5% | -7.8% | +11.3% | +4.9% |
| 30D | -4.5% | -1.7% | -2.7% | -4.5% |
| 3M | -0.4% | +47.2% | -47.6% | -9.1% |
| 6M | +19.1% | +82.7% | -63.6% | +1.3% |
| YTD | +66.7% | +52.9% | +13.7% | +46.2% |
| 1Y | +96.5% | +17.5% | +79.0% | +83.2% |
| 3Y | +155.2% | -55.8% | +211.0% | +182.2% |
| All | +90.1% | -82.2% | +172.3% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling