+626.9%
FN vs KEEL
+280.1%
+346.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.3% | +3.9% | -2.8% |
| 7D | +2.3% | +2.7% | -0.4% | +2.0% |
| 30D | -23.2% | +4.6% | -27.7% | -23.4% |
| 3M | -30.4% | -34.5% | +4.1% | -28.0% |
| 6M | -25.6% | +59.3% | -84.9% | -28.5% |
| YTD | -11.3% | +46.4% | -57.7% | -14.5% |
| 1Y | +8.4% | +96.6% | -88.1% | +1.4% |
| 3Y | +166.2% | +182.0% | -15.7% | +136.9% |
| 5Y | +290.3% | -38.2% | +328.6% | +251.9% |
| All | +626.9% | +280.1% | +346.8% | +466.3% |
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