+1,018.0%
KEYS vs FTI
+305.3%
+712.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.8% |
| 7D | +3.5% | -4.4% | +7.9% | +4.5% |
| 30D | -4.5% | +1.5% | -6.0% | -4.8% |
| 3M | -0.4% | +8.2% | -8.6% | -2.2% |
| 6M | +19.1% | +18.8% | +0.3% | +14.6% |
| YTD | +66.7% | +71.7% | -5.0% | +49.1% |
| 1Y | +96.5% | +90.0% | +6.4% | +72.0% |
| 3Y | +155.2% | +270.5% | -115.3% | +93.8% |
| 5Y | +88.0% | +1,084.5% | -996.6% | +10.8% |
| All | +1,018.0% | +305.3% | +712.7% | +618.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling