+558.5%
FN vs KEEL
+116.6%
+441.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.8% | +7.1% | +11.4% |
| 7D | +16.3% | +3.7% | +12.6% | +16.2% |
| 30D | -24.7% | -35.7% | +11.0% | -21.3% |
| 3M | -34.9% | -49.5% | +14.6% | -30.5% |
| 6M | -41.1% | -50.6% | +9.5% | -37.1% |
| YTD | -19.6% | -16.6% | -3.0% | -18.2% |
| 1Y | -18.5% | -46.4% | +27.9% | -14.8% |
| 3Y | +119.1% | +63.3% | +55.8% | +106.1% |
| 5Y | +206.9% | -77.9% | +284.8% | +195.5% |
| All | +558.5% | +116.6% | +441.9% | +441.7% |
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