+41.2%
KEY vs FTI
+1,129.5%
-1,088.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.2% | +5.3% | -3.1% | +0.5% |
| 30D | -3.0% | +15.3% | -18.4% | -7.6% |
| 3M | +3.3% | +15.8% | -12.4% | -2.3% |
| 6M | +9.2% | +22.6% | -13.4% | +0.7% |
| YTD | +10.6% | +79.5% | -68.9% | -10.8% |
| 1Y | +20.4% | +102.0% | -81.6% | -7.2% |
| 3Y | +121.8% | +315.8% | -194.0% | +28.8% |
| All | +41.2% | +1,129.5% | -1,088.3% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling