+2,617.3%
FTAI vs KEY
+96.4%
+2,520.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | +0.2% | +2.9% | -2.7% | -1.1% |
| 30D | +10.7% | +8.4% | +2.2% | +6.5% |
| 3M | -16.4% | -5.8% | -10.7% | -14.0% |
| 6M | -32.2% | +5.4% | -37.7% | -34.1% |
| YTD | -7.7% | +7.1% | -14.8% | -10.7% |
| 1Y | +18.7% | +26.8% | -8.1% | +5.7% |
| 3Y | +354.3% | +128.7% | +225.6% | +198.8% |
| 5Y | +850.7% | +13.6% | +837.1% | +729.3% |
| All | +2,617.3% | +96.4% | +2,520.9% | +1,474.6% |
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