+14.5%
KEY vs FTV
+17.3%
-2.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +2.9% | +3.9% | -1.0% | +0.3% |
| 30D | +8.4% | +18.7% | -10.2% | -3.7% |
| 3M | -5.8% | +10.0% | -15.8% | -12.1% |
| 6M | +5.4% | +14.6% | -9.1% | -5.1% |
| YTD | +7.1% | +23.4% | -16.4% | -10.0% |
| 1Y | +26.8% | +31.3% | -4.5% | +1.5% |
| 3Y | +128.7% | +39.8% | +88.9% | +70.2% |
| All | +14.5% | +17.3% | -2.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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