+174.4%
FN vs KEYS
+153.6%
+20.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +0.5% |
| 7D | +3.5% | +4.4% | -0.9% | -0.4% |
| 30D | -26.0% | -2.2% | -23.8% | -23.5% |
| 3M | -33.3% | +0.5% | -33.8% | -32.0% |
| 6M | -14.9% | +22.4% | -37.3% | -24.1% |
| YTD | -8.6% | +64.1% | -72.7% | -36.9% |
| 1Y | +12.3% | +97.0% | -84.6% | -33.2% |
| 3Y | +174.4% | +152.0% | +22.4% | +34.7% |
| All | +174.4% | +153.6% | +20.8% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling