+914.4%
FN vs KEYS
+1,049.9%
-135.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | -0.2% |
| 7D | +1.8% | +3.5% | -1.7% | -0.7% |
| 30D | -27.5% | -4.5% | -23.0% | -24.5% |
| 3M | -28.8% | -0.4% | -28.4% | -27.0% |
| 6M | -20.9% | +19.1% | -40.1% | -26.9% |
| YTD | -8.9% | +66.7% | -75.6% | -33.3% |
| 1Y | +14.5% | +96.5% | -82.0% | -24.5% |
| 3Y | +172.6% | +155.2% | +17.5% | +53.2% |
| 5Y | +300.6% | +88.0% | +212.6% | +162.7% |
| All | +914.4% | +1,049.9% | -135.5% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling