+12.9%
KEY vs FN
+148.3%
-135.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.2% | +11.5% | -0.6% |
| 7D | -2.5% | -16.0% | +13.5% | -0.3% |
| 30D | +4.1% | -40.1% | +44.2% | +11.8% |
| 3M | -8.4% | -43.9% | +35.5% | -1.4% |
| 6M | -2.3% | -55.6% | +53.3% | +7.8% |
| YTD | +4.6% | -35.7% | +40.2% | +4.7% |
| 1Y | +24.6% | -39.8% | +64.4% | +25.6% |
| 3Y | +112.8% | +80.3% | +32.5% | +54.1% |
| 5Y | +12.9% | +143.3% | -130.4% | -29.8% |
| All | +12.9% | +148.3% | -135.4% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling