+527.2%
FN vs KEEL
+111.0%
+416.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.6% | -2.2% | -4.5% |
| 7D | -4.1% | -12.8% | +8.7% | -2.6% |
| 30D | -28.3% | -37.4% | +9.0% | -24.9% |
| 3M | -33.9% | -43.8% | +9.9% | -30.0% |
| 6M | -43.9% | -51.9% | +8.0% | -40.0% |
| YTD | -23.4% | -18.7% | -4.7% | -21.9% |
| 1Y | -25.4% | -46.6% | +21.2% | -21.9% |
| 3Y | +107.9% | +59.2% | +48.7% | +96.1% |
| 5Y | +195.1% | -75.8% | +270.9% | +184.2% |
| All | +527.2% | +111.0% | +416.1% | +417.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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