+80.8%
KEYS vs FTV
-3.0%
+83.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.1% |
| 7D | +0.9% | -5.2% | +6.1% | +4.6% |
| 30D | -5.3% | -11.5% | +6.3% | +2.7% |
| 3M | +0.5% | -9.0% | +9.6% | +6.1% |
| 6M | +14.0% | -2.0% | +16.1% | +13.6% |
| YTD | +60.3% | -0.9% | +61.2% | +55.9% |
| 1Y | +91.3% | +14.8% | +76.5% | +65.3% |
| 3Y | +146.1% | -5.5% | +151.7% | +144.2% |
| 5Y | +80.8% | -1.9% | +82.6% | +68.4% |
| All | +80.8% | -3.0% | +83.7% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling