+1,018.0%
KEYS vs FLR
+19.7%
+998.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.8% |
| 7D | +3.5% | -3.5% | +7.0% | +4.1% |
| 30D | -4.5% | +4.2% | -8.6% | -5.1% |
| 3M | -0.4% | +8.1% | -8.5% | -1.9% |
| 6M | +19.1% | +21.5% | -2.4% | +14.9% |
| YTD | +66.7% | +36.8% | +29.9% | +58.1% |
| 1Y | +96.5% | +31.2% | +65.3% | +87.3% |
| 3Y | +155.2% | +53.9% | +101.3% | +134.2% |
| 5Y | +88.0% | +243.0% | -155.1% | +55.6% |
| All | +1,018.0% | +19.7% | +998.2% | +991.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling