+119.1%
FN vs KEEL
+63.3%
+55.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.8% | +7.1% | +10.7% |
| 7D | +16.3% | +3.7% | +12.6% | +15.8% |
| 30D | -24.7% | -35.7% | +11.0% | -16.6% |
| 3M | -34.9% | -49.5% | +14.6% | -24.3% |
| 6M | -41.1% | -50.6% | +9.5% | -31.7% |
| YTD | -19.6% | -16.6% | -3.0% | -17.1% |
| 1Y | -18.5% | -46.4% | +27.9% | -10.5% |
| 3Y | +119.1% | +63.3% | +55.8% | +97.6% |
| All | +119.1% | +63.3% | +55.8% | +97.6% |
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