+90.1%
KEYS vs FND
-63.3%
+153.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.7% |
| 7D | +3.5% | -5.8% | +9.2% | +5.3% |
| 30D | -4.5% | -20.2% | +15.7% | +1.9% |
| 3M | -0.4% | -12.0% | +11.5% | +2.0% |
| 6M | +19.1% | -18.5% | +37.6% | +23.8% |
| YTD | +66.7% | -22.3% | +88.9% | +74.7% |
| 1Y | +96.5% | -47.6% | +144.1% | +133.5% |
| 3Y | +155.2% | -49.8% | +204.9% | +192.8% |
| All | +90.1% | -63.3% | +153.4% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling