+172.9%
KEY vs FN
+900.0%
-727.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | -0.4% |
| 7D | +2.2% | -1.7% | +3.9% | +2.6% |
| 30D | -3.0% | -22.0% | +19.0% | +1.6% |
| 3M | +3.3% | -43.0% | +46.3% | +14.6% |
| 6M | +9.2% | -27.7% | +36.9% | +11.7% |
| YTD | +10.6% | -10.5% | +21.2% | +5.6% |
| 1Y | +20.4% | +12.5% | +7.9% | +6.5% |
| 3Y | +121.8% | +153.8% | -32.0% | +43.2% |
| 5Y | +41.1% | +288.0% | -246.9% | -24.4% |
| All | +172.9% | +900.0% | -727.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling