+351.0%
FTI vs KEEL
+280.1%
+70.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | -2.6% |
| 7D | -5.6% | +2.7% | -8.3% | -5.7% |
| 30D | +0.4% | +4.6% | -4.2% | +0.1% |
| 3M | +8.1% | -34.5% | +42.6% | +9.1% |
| 6M | +16.7% | +59.3% | -42.6% | +13.5% |
| YTD | +70.0% | +46.4% | +23.6% | +65.2% |
| 1Y | +85.4% | +96.6% | -11.1% | +76.2% |
| 3Y | +265.9% | +182.0% | +84.0% | +234.0% |
| 5Y | +1,072.7% | -38.2% | +1,111.0% | +971.3% |
| All | +351.0% | +280.1% | +70.9% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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