+80.8%
KEYS vs USFR
+20.4%
+60.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.9% | +0.1% | +0.9% | +1.2% |
| 30D | -5.3% | +0.3% | -5.6% | -4.4% |
| 3M | +0.5% | +1.0% | -0.4% | +3.3% |
| 6M | +14.0% | +1.9% | +12.1% | +19.5% |
| YTD | +60.3% | +2.7% | +57.6% | +69.3% |
| 1Y | +91.3% | +4.0% | +87.3% | +104.2% |
| 3Y | +146.1% | +14.1% | +132.1% | +191.3% |
| 5Y | +80.8% | +20.5% | +60.3% | +114.7% |
| All | +80.8% | +20.4% | +60.3% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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