+84.3%
KEYS vs FRSH
-72.6%
+156.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +0.9% | -11.2% | +12.1% | +3.1% |
| 30D | -5.3% | -0.8% | -4.4% | -5.5% |
| 3M | +0.5% | +26.4% | -25.9% | -5.1% |
| 6M | +14.0% | +48.4% | -34.3% | +3.0% |
| YTD | +60.3% | -3.1% | +63.4% | +57.2% |
| 1Y | +91.3% | -8.7% | +100.0% | +89.9% |
| 3Y | +146.1% | -45.8% | +191.9% | +164.2% |
| All | +84.3% | -72.6% | +156.8% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling