+564.0%
FN vs KEEL
+128.7%
+435.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.4% | -2.5% | +5.0% |
| 7D | +8.0% | -1.4% | +9.4% | +8.3% |
| 30D | -19.1% | -29.8% | +10.7% | -16.2% |
| 3M | -29.8% | -37.1% | +7.3% | -26.5% |
| 6M | -43.2% | -51.9% | +8.7% | -39.3% |
| YTD | -18.9% | -11.9% | -7.0% | -18.0% |
| 1Y | -17.9% | -38.6% | +20.7% | -15.0% |
| 3Y | +120.1% | +72.5% | +47.6% | +105.9% |
| 5Y | +206.7% | -74.4% | +281.1% | +193.2% |
| All | +564.0% | +128.7% | +435.3% | +443.3% |
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 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