+294.5%
KEEL vs NVS
+100.6%
+193.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +2.9% | -14.3% | +17.2% | +5.2% |
| 30D | +0.8% | -10.0% | +10.8% | +1.9% |
| 3M | -35.3% | -10.9% | -24.4% | -34.9% |
| 6M | +59.4% | -12.0% | +71.3% | +60.8% |
| YTD | +51.9% | +2.5% | +49.4% | +47.0% |
| 1Y | +75.0% | +10.7% | +64.3% | +64.8% |
| 3Y | +224.5% | +53.3% | +171.2% | +166.8% |
| 5Y | -35.9% | +93.6% | -129.5% | -53.6% |
| All | +294.5% | +100.6% | +193.8% | +262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling