+177.6%
KEEL vs NVS
+27.7%
+149.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +2.8% |
| 7D | +7.8% | +4.0% | +3.7% | +9.7% |
| 30D | -11.7% | +3.6% | -15.3% | -10.0% |
| 3M | -41.5% | +7.8% | -49.3% | -39.5% |
| 6M | +54.9% | -0.2% | +55.1% | +52.2% |
| YTD | +47.7% | +19.6% | +28.1% | +73.8% |
| 1Y | +177.6% | +28.4% | +149.2% | +273.4% |
| All | +177.6% | +27.7% | +149.9% | +273.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling