+80.3%
KEYS vs FGI
-66.3%
+146.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.6% | -0.6% |
| 7D | +16.7% | +13.5% | +3.2% | +16.4% |
| 30D | -17.8% | +17.1% | -34.9% | -18.1% |
| 3M | -14.2% | +78.0% | -92.2% | -16.5% |
| 6M | -15.9% | +46.4% | -62.3% | -18.0% |
| YTD | +49.7% | +47.7% | +2.0% | +43.8% |
| 1Y | +65.3% | +56.8% | +8.5% | +57.9% |
| 3Y | +144.9% | +12.3% | +132.6% | +130.8% |
| All | +80.3% | -66.3% | +146.6% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling