+2,441.5%
FN vs KEYS
+1,072.8%
+1,368.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.2% |
| 7D | -1.7% | +2.3% | -3.9% | -3.1% |
| 30D | -22.0% | -2.6% | -19.4% | -19.8% |
| 3M | -43.0% | -4.6% | -38.4% | -39.9% |
| 6M | -27.7% | +8.7% | -36.5% | -28.7% |
| YTD | -10.5% | +61.0% | -71.6% | -31.4% |
| 1Y | +12.5% | +96.0% | -83.5% | -23.3% |
| 3Y | +153.8% | +144.4% | +9.4% | +53.2% |
| 5Y | +288.0% | +80.5% | +207.5% | +170.3% |
| 10Y | +906.4% | +974.9% | -68.5% | +206.9% |
| All | +2,441.5% | +1,072.8% | +1,368.7% | +616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling