+633.1%
FN vs KEEL
+283.4%
+349.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.4% | +2.8% |
| 7D | -1.7% | +7.8% | -9.4% | -2.4% |
| 30D | -22.0% | -11.7% | -10.3% | -21.1% |
| 3M | -43.0% | -41.5% | -1.5% | -40.5% |
| 6M | -27.7% | +54.9% | -82.7% | -30.3% |
| YTD | -10.5% | +47.7% | -58.2% | -13.8% |
| 1Y | +12.5% | +177.6% | -165.1% | +2.7% |
| 3Y | +153.8% | +164.9% | -11.1% | +126.4% |
| 5Y | +288.0% | -45.9% | +333.9% | +250.3% |
| All | +633.1% | +283.4% | +349.7% | +470.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling