+145.3%
KEY vs FWONK
+274.4%
-129.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +2.7% | -2.1% | +4.8% | +3.7% |
| 30D | -3.2% | -7.7% | +4.5% | +0.1% |
| 3M | +1.0% | +9.3% | -8.3% | -3.5% |
| 6M | +11.9% | +13.3% | -1.5% | +4.6% |
| YTD | +8.7% | -3.6% | +12.3% | +8.8% |
| 1Y | +18.5% | -6.8% | +25.2% | +20.0% |
| 3Y | +124.0% | +43.9% | +80.1% | +82.2% |
| 5Y | +40.8% | +94.4% | -53.6% | -2.9% |
| 10Y | +167.0% | +353.8% | -186.8% | +26.8% |
| All | +145.3% | +274.4% | -129.1% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling