+1,080.2%
KEYS vs FTI
+127.5%
+952.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.3% |
| 7D | +4.4% | -0.2% | +4.6% | +4.5% |
| 30D | -2.2% | +12.3% | -14.6% | -4.6% |
| 3M | +0.5% | +13.8% | -13.2% | -2.3% |
| 6M | +22.4% | +24.3% | -1.9% | +16.7% |
| YTD | +64.1% | +75.8% | -11.7% | +46.0% |
| 1Y | +97.0% | +99.6% | -2.7% | +70.5% |
| 3Y | +152.0% | +278.4% | -126.4% | +89.9% |
| 5Y | +83.7% | +1,168.7% | -1,084.9% | +5.8% |
| 10Y | +997.9% | +297.5% | +700.3% | +606.6% |
| All | +1,080.2% | +127.5% | +952.7% | +665.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling