+198.8%
KEY vs FTV
+119.0%
+79.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.3% | +0.2% | -1.5% | -1.5% |
| 30D | +5.1% | +15.7% | -10.5% | -6.7% |
| 3M | -7.1% | +7.5% | -14.6% | -12.9% |
| 6M | -4.4% | +8.5% | -12.8% | -11.7% |
| YTD | +4.0% | +18.8% | -14.8% | -12.5% |
| 1Y | +23.4% | +28.5% | -5.1% | -3.0% |
| 3Y | +113.9% | +34.0% | +79.9% | +58.5% |
| 5Y | +12.3% | +12.6% | -0.3% | -4.6% |
| 10Y | +125.5% | +111.4% | +14.1% | +28.1% |
| All | +198.8% | +119.0% | +79.8% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling