+96.0%
KEYS vs FTV
+21.7%
+74.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +2.3% | -4.5% | +6.8% | +3.4% |
| 30D | -2.6% | -7.1% | +4.4% | -0.9% |
| 3M | -4.6% | -7.2% | +2.5% | -3.0% |
| 6M | +8.7% | -1.5% | +10.2% | +8.1% |
| YTD | +61.0% | +3.5% | +57.6% | +58.3% |
| 1Y | +96.0% | +20.3% | +75.6% | +78.1% |
| All | +96.0% | +21.7% | +74.3% | +78.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling