+777.9%
KEYS vs FND
+58.4%
+719.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +3.1% |
| 7D | +4.4% | +0.4% | +4.1% | +4.3% |
| 30D | -2.2% | -23.6% | +21.3% | +4.5% |
| 3M | +0.5% | +4.3% | -3.8% | -1.9% |
| 6M | +22.4% | -20.3% | +42.7% | +27.3% |
| YTD | +64.1% | -21.3% | +85.4% | +70.4% |
| 1Y | +97.0% | -45.4% | +142.3% | +124.5% |
| 3Y | +152.0% | -48.9% | +200.9% | +183.6% |
| 5Y | +83.7% | -61.0% | +144.8% | +111.2% |
| All | +777.9% | +58.4% | +719.5% | +617.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling