+155.2%
KEYS vs FWONK
+44.6%
+110.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -4.5% | -7.7% | +3.3% | -2.8% |
| 3M | -0.4% | +5.7% | -6.1% | -2.7% |
| 6M | +19.1% | +13.5% | +5.7% | +13.5% |
| YTD | +66.7% | -3.0% | +69.6% | +66.6% |
| 1Y | +96.5% | -6.4% | +102.9% | +98.6% |
| 3Y | +155.2% | +43.8% | +111.3% | +132.8% |
| All | +155.2% | +44.6% | +110.5% | +132.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling