+1,946.0%
FN vs KEYS
+967.0%
+979.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.2% | -5.2% | -5.8% |
| 7D | +0.3% | +9.4% | -9.1% | -5.4% |
| 30D | -16.5% | -16.8% | +0.2% | -4.2% |
| 3M | -42.1% | -15.9% | -26.2% | -33.2% |
| 6M | -52.9% | -17.6% | -35.3% | -44.2% |
| YTD | -28.0% | +46.5% | -74.5% | -40.0% |
| 1Y | -18.5% | +66.9% | -85.4% | -37.2% |
| 3Y | +93.9% | +141.4% | -47.5% | +21.4% |
| 5Y | +170.5% | +59.5% | +111.0% | +108.0% |
| 10Y | +704.1% | +761.1% | -57.0% | +178.3% |
| All | +1,946.0% | +967.0% | +979.1% | +526.8% |
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 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