+111.6%
KEY vs FTI
+1,702.1%
-1,590.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -1.8% |
| 7D | -1.3% | -7.6% | +6.4% | +1.9% |
| 30D | +5.1% | -7.1% | +12.3% | +7.9% |
| 3M | -7.1% | -8.7% | +1.6% | -4.3% |
| 6M | -4.4% | -14.0% | +9.6% | 0.0% |
| YTD | +4.0% | +42.8% | -38.8% | -13.1% |
| 1Y | +23.4% | +50.4% | -27.0% | +0.7% |
| 3Y | +113.9% | +194.1% | -80.2% | +24.9% |
| 5Y | +12.3% | +775.2% | -762.9% | -62.0% |
| 10Y | +125.5% | +189.2% | -63.7% | +1.9% |
| All | +111.6% | +1,702.1% | -1,590.5% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling