+297.4%
FN vs KEYS
+82.0%
+215.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.0% |
| 7D | +5.8% | +2.9% | +2.9% | +3.4% |
| 30D | -20.6% | -1.3% | -19.3% | -18.9% |
| 3M | -28.6% | -0.1% | -28.5% | -26.9% |
| 6M | -20.7% | +17.4% | -38.1% | -26.4% |
| YTD | -8.1% | +62.9% | -71.0% | -33.7% |
| 1Y | +13.3% | +95.7% | -82.4% | -28.2% |
| 3Y | +175.7% | +150.2% | +25.5% | +47.9% |
| 5Y | +297.4% | +83.1% | +214.3% | +144.5% |
| All | +297.4% | +82.0% | +215.4% | +144.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling