+3,063.1%
FTAI vs KEY
+171.1%
+2,892.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.7% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | -13.6% | -3.3% | -10.4% | -12.2% |
| 3M | -20.6% | -0.7% | -19.8% | -20.3% |
| 6M | -32.6% | +12.5% | -45.1% | -36.1% |
| YTD | -5.4% | +8.4% | -13.8% | -8.8% |
| 1Y | +12.9% | +18.4% | -5.6% | +4.0% |
| 3Y | +428.1% | +123.3% | +304.8% | +251.0% |
| 5Y | +863.0% | +38.8% | +824.2% | +653.0% |
| All | +3,063.1% | +171.1% | +2,892.0% | +1,594.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling