+1,074.4%
KEYS vs FTV
+89.3%
+985.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +4.4% | -0.4% | +4.8% | +4.6% |
| 30D | -2.2% | -8.3% | +6.1% | +2.8% |
| 3M | +0.5% | -7.4% | +7.9% | +4.4% |
| 6M | +22.4% | -1.2% | +23.6% | +21.8% |
| YTD | +64.1% | +2.7% | +61.4% | +57.8% |
| 1Y | +97.0% | +18.4% | +78.5% | +73.0% |
| 3Y | +152.0% | -2.0% | +154.1% | +147.7% |
| 5Y | +83.7% | +3.4% | +80.3% | +73.1% |
| 10Y | +997.9% | +78.5% | +919.4% | +691.6% |
| All | +1,074.4% | +89.3% | +985.1% | +729.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling