+96.5%
KEYS vs FRSH
-9.2%
+105.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +3.5% | -6.6% | +10.1% | +2.9% |
| 30D | -4.5% | +2.1% | -6.6% | -4.3% |
| 3M | -0.4% | +29.0% | -29.4% | +0.8% |
| 6M | +19.1% | +48.6% | -29.5% | +18.2% |
| YTD | +66.7% | -2.9% | +69.6% | +74.9% |
| 1Y | +96.5% | -7.9% | +104.4% | +103.9% |
| All | +96.5% | -9.2% | +105.6% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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