+12.7%
KEY vs FGI
-70.4%
+83.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | +3.3% | +23.5% | -20.2% | +2.2% |
| 6M | +9.2% | +60.5% | -51.3% | +6.6% |
| YTD | +10.6% | +30.0% | -19.4% | +8.3% |
| 1Y | +20.4% | +82.1% | -61.7% | +16.5% |
| 3Y | +121.8% | -4.4% | +126.2% | +116.8% |
| All | +12.7% | -70.4% | +83.0% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling