-17.5%
FN vs KEYS
+65.7%
-83.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.9% | +1.0% | +0.6% |
| 7D | +8.0% | +6.9% | +1.1% | +1.5% |
| 30D | -19.1% | -19.1% | -0.1% | +1.6% |
| 3M | -29.8% | -11.1% | -18.8% | -18.6% |
| 6M | -43.2% | -16.6% | -26.6% | -30.1% |
| YTD | -18.9% | +50.4% | -69.4% | -38.1% |
| All | -17.5% | +65.7% | -83.2% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling