-45.3%
KEEL vs NVS
+37.6%
-83.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -2.4% |
| 7D | -13.6% | +5.7% | -19.3% | -11.2% |
| 30D | -39.1% | +17.1% | -56.2% | -34.5% |
| 3M | -48.9% | +7.6% | -56.5% | -46.3% |
| 6M | -35.4% | +14.1% | -49.5% | -32.6% |
| YTD | -10.6% | +23.3% | -33.9% | +4.6% |
| 1Y | -45.3% | +36.0% | -81.3% | -27.4% |
| All | -45.3% | +37.6% | -83.0% | -27.4% |
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