+145.4%
KEYS vs FND
-50.8%
+196.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | +0.9% | -5.1% | +6.0% | +2.3% |
| 30D | -5.3% | -22.5% | +17.3% | +1.2% |
| 3M | +0.5% | -5.0% | +5.5% | +0.3% |
| 6M | +14.0% | -21.5% | +35.6% | +19.6% |
| YTD | +60.3% | -23.0% | +83.3% | +67.9% |
| 1Y | +91.3% | -44.9% | +136.2% | +122.3% |
| All | +145.4% | -50.8% | +196.1% | +168.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling