+174.4%
FN vs KEEL
+193.7%
-19.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.5% | -5.3% | +0.6% |
| 7D | +3.5% | +21.5% | -18.0% | -0.7% |
| 30D | -26.0% | -3.9% | -22.1% | -25.3% |
| 3M | -33.3% | -34.1% | +0.8% | -28.3% |
| 6M | -14.9% | +82.8% | -97.8% | -24.7% |
| YTD | -8.6% | +58.7% | -67.3% | -18.2% |
| 1Y | +12.3% | +191.4% | -179.1% | -12.3% |
| 3Y | +174.4% | +205.7% | -31.3% | +109.7% |
| All | +174.4% | +193.7% | -19.3% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling