+96.5%
KEYS vs FND
-45.3%
+141.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.8% |
| 7D | +3.5% | -5.8% | +9.2% | +4.4% |
| 30D | -4.5% | -20.2% | +15.7% | -1.1% |
| 3M | -0.4% | -12.0% | +11.5% | +0.7% |
| 6M | +19.1% | -18.5% | +37.6% | +22.5% |
| YTD | +66.7% | -22.3% | +88.9% | +72.3% |
| 1Y | +96.5% | -47.6% | +144.1% | +122.9% |
| All | +96.5% | -45.3% | +141.8% | +122.9% |
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