+8.4%
KEY vs FGI
-66.3%
+74.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.6% |
| 7D | +1.8% | +13.5% | -11.7% | +1.6% |
| 30D | +7.1% | +17.1% | -10.0% | +6.9% |
| 3M | -5.9% | +78.0% | -83.9% | -7.4% |
| 6M | +2.2% | +46.4% | -44.2% | +0.7% |
| YTD | +6.4% | +47.7% | -41.3% | +3.9% |
| 1Y | +24.8% | +56.8% | -32.0% | +21.4% |
| 3Y | +125.2% | +12.3% | +113.0% | +119.3% |
| All | +8.4% | -66.3% | +74.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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