+167.0%
KEY vs FTI
+304.2%
-137.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.9% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -3.2% | +12.3% | -15.6% | -8.0% |
| 3M | +1.0% | +13.8% | -12.8% | -5.3% |
| 6M | +11.9% | +24.3% | -12.4% | +0.3% |
| YTD | +8.7% | +75.8% | -67.1% | -16.2% |
| 1Y | +18.5% | +99.6% | -81.2% | -14.1% |
| 3Y | +124.0% | +278.4% | -154.5% | +17.5% |
| 5Y | +40.8% | +1,168.7% | -1,127.9% | -60.2% |
| 10Y | +167.0% | +297.5% | -130.5% | -11.4% |
| All | +167.0% | +304.2% | -137.2% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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