+162.9%
KEY vs FWONK
+340.2%
-177.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -3.7% | -7.7% | +4.1% | -0.1% |
| 3M | -1.3% | +5.7% | -7.0% | -4.5% |
| 6M | +13.3% | +13.5% | -0.1% | +5.3% |
| YTD | +9.0% | -3.0% | +11.9% | +8.7% |
| 1Y | +18.7% | -6.4% | +25.1% | +20.2% |
| 3Y | +125.3% | +43.8% | +81.4% | +79.3% |
| 5Y | +40.2% | +98.6% | -58.3% | -8.7% |
| All | +162.9% | +340.2% | -177.2% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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