+105.3%
KEY vs FTI
+178.7%
-73.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +0.5% | -3.3% | +3.8% | +1.8% |
| 30D | +6.9% | -7.2% | +14.1% | +9.6% |
| 3M | -5.0% | -12.9% | +7.9% | -0.1% |
| 6M | +0.7% | -7.9% | +8.6% | +2.3% |
| YTD | +6.5% | +45.2% | -38.7% | -11.7% |
| 1Y | +22.6% | +48.1% | -25.4% | +0.7% |
| 3Y | +125.3% | +205.0% | -79.7% | +29.2% |
| 5Y | +13.9% | +838.8% | -824.9% | -63.2% |
| 10Y | +105.3% | +174.8% | -69.4% | -23.0% |
| All | +105.3% | +178.7% | -73.3% | -23.0% |
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