+224.5%
KEEL vs NVMI
+207.9%
+16.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +2.5% |
| 7D | +2.9% | -0.1% | +3.0% | +3.1% |
| 30D | +0.8% | -8.4% | +9.2% | +9.0% |
| 3M | -35.3% | -33.6% | -1.8% | -11.9% |
| 6M | +59.4% | -14.7% | +74.1% | +79.9% |
| YTD | +51.9% | +13.2% | +38.7% | +40.0% |
| 1Y | +75.0% | +29.0% | +46.0% | +50.6% |
| 3Y | +224.5% | +215.0% | +9.6% | +88.9% |
| All | +224.5% | +207.9% | +16.7% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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