+117.9%
KEY vs FN
+753.0%
-635.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -3.0% |
| 7D | -1.3% | 0.0% | -1.2% | -2.0% |
| 30D | +5.1% | -34.3% | +39.5% | +13.6% |
| 3M | -7.1% | -39.9% | +32.8% | +1.1% |
| 6M | -4.4% | -51.8% | +47.5% | +7.1% |
| YTD | +4.0% | -28.1% | +32.2% | +2.1% |
| 1Y | +23.4% | -29.1% | +52.5% | +20.6% |
| 3Y | +113.9% | +102.4% | +11.5% | +42.1% |
| 5Y | +12.3% | +171.7% | -159.3% | -35.3% |
| All | +117.9% | +753.0% | -635.1% | -5.2% |
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