+294.5%
KEEL vs NVMI
+1,235.0%
-940.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 3M | -35.3% | -33.6% | -1.8% | -9.5% |
| 6M | +59.4% | -14.7% | +74.1% | +81.0% |
| YTD | +51.9% | +13.2% | +38.7% | +36.9% |
| 1Y | +75.0% | +29.0% | +46.0% | +44.8% |
| 3Y | +224.5% | +215.0% | +9.6% | +12.6% |
| 5Y | -35.9% | +268.6% | -304.5% | -78.2% |
| All | +294.5% | +1,235.0% | -940.6% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling