+1,071.7%
KEYS vs USFR
+28.0%
+1,043.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.9% | +0.1% | +2.9% | +2.9% |
| 30D | -1.3% | +0.3% | -1.6% | -1.4% |
| 3M | -0.1% | +1.0% | -1.1% | -0.4% |
| 6M | +17.4% | +1.9% | +15.4% | +16.8% |
| YTD | +62.9% | +2.7% | +60.3% | +61.8% |
| 1Y | +95.7% | +4.0% | +91.8% | +93.7% |
| 3Y | +150.2% | +14.0% | +136.2% | +140.8% |
| 5Y | +83.1% | +20.4% | +62.7% | +72.8% |
| 10Y | +1,020.9% | +28.0% | +992.9% | +942.8% |
| All | +1,071.7% | +28.0% | +1,043.8% | +959.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling