+113.6%
KEY vs FTI
+185.2%
-71.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.4% |
| 7D | -0.4% | -4.3% | +3.9% | +1.4% |
| 30D | +7.2% | -8.0% | +15.2% | +10.4% |
| 3M | -4.9% | -8.0% | +3.1% | -2.4% |
| 6M | +1.1% | -8.7% | +9.7% | +3.0% |
| YTD | +6.8% | +43.9% | -37.1% | -11.1% |
| 1Y | +23.3% | +49.8% | -26.5% | +0.7% |
| 3Y | +126.1% | +211.7% | -85.6% | +28.2% |
| 5Y | +15.2% | +781.6% | -766.4% | -61.7% |
| 10Y | +113.6% | +180.2% | -66.6% | -19.9% |
| All | +113.6% | +185.2% | -71.6% | -19.9% |
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