+792.2%
FN vs KEYS
+781.3%
+10.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.9% | +1.0% | +2.3% |
| 7D | +8.0% | +6.9% | +1.1% | +3.8% |
| 30D | -19.1% | -19.1% | -0.1% | -4.4% |
| 3M | -29.8% | -11.1% | -18.8% | -21.5% |
| 6M | -43.2% | -16.6% | -26.6% | -32.8% |
| YTD | -18.9% | +50.4% | -69.4% | -35.0% |
| 1Y | -17.9% | +67.5% | -85.4% | -38.3% |
| 3Y | +120.1% | +146.0% | -25.9% | +30.0% |
| 5Y | +206.7% | +64.5% | +142.2% | +124.4% |
| All | +792.2% | +781.3% | +10.9% | +145.0% |
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