+1,018.0%
KEYS vs FTV
+80.7%
+937.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | +3.5% | -4.0% | +7.4% | +6.0% |
| 30D | -4.5% | -11.0% | +6.5% | +2.2% |
| 3M | -0.4% | -8.4% | +8.0% | +4.1% |
| 6M | +19.1% | -2.6% | +21.7% | +19.5% |
| YTD | +66.7% | -0.6% | +67.3% | +63.3% |
| 1Y | +96.5% | +11.0% | +85.5% | +79.4% |
| 3Y | +155.2% | -6.3% | +161.5% | +157.4% |
| 5Y | +88.0% | -1.5% | +89.5% | +82.0% |
| All | +1,018.0% | +80.7% | +937.3% | +712.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling