+6.5%
KEY vs FGI
-70.3%
+76.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.5% | -11.6% | +9.1% | -2.3% |
| 30D | +4.1% | -3.3% | +7.4% | +4.1% |
| 3M | -8.4% | +65.6% | -73.9% | -9.7% |
| 6M | -2.3% | -2.8% | +0.5% | -3.2% |
| YTD | +4.6% | +30.1% | -25.6% | +2.3% |
| 1Y | +24.6% | +50.2% | -25.6% | +21.3% |
| 3Y | +112.8% | -0.4% | +113.2% | +107.5% |
| All | +6.5% | -70.3% | +76.8% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling