+59.6%
KEYS vs FND
-10.3%
+69.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +10.9% | -17.2% | -7.3% |
| 7D | -14.8% | +12.3% | -27.1% | -15.8% |
| 30D | -25.6% | +14.7% | -40.3% | -26.6% |
| 3M | -16.2% | -12.0% | -4.2% | -13.8% |
| 6M | -18.6% | +10.8% | -29.4% | -21.1% |
| YTD | +40.7% | -12.3% | +53.0% | +41.9% |
| 1Y | +59.6% | -13.4% | +73.0% | +61.1% |
| All | +59.6% | -10.3% | +69.9% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling