+123.6%
KEY vs FGI
-4.4%
+128.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.3% | +0.2% |
| 7D | +2.2% | +0.5% | +1.7% | +2.2% |
| 30D | -3.0% | +65.4% | -68.4% | -3.9% |
| 3M | +3.3% | +23.5% | -20.2% | +2.6% |
| 6M | +9.2% | +60.5% | -51.3% | +7.6% |
| YTD | +10.6% | +30.0% | -19.4% | +9.2% |
| 1Y | +20.4% | +82.1% | -61.7% | +18.9% |
| All | +123.6% | -4.4% | +128.0% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling