+41.2%
KEY vs FTV
+2.3%
+38.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.9% |
| 7D | +2.2% | -4.5% | +6.7% | +5.4% |
| 30D | -3.0% | -7.1% | +4.0% | +1.9% |
| 3M | +3.3% | -7.2% | +10.5% | +8.0% |
| 6M | +9.2% | -1.5% | +10.7% | +9.0% |
| YTD | +10.6% | +3.5% | +7.2% | +5.4% |
| 1Y | +20.4% | +20.3% | +0.1% | +1.7% |
| 3Y | +121.8% | -3.1% | +125.0% | +117.3% |
| All | +41.2% | +2.3% | +38.9% | +21.8% |
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