+20.4%
KEY vs NUE
+82.6%
-62.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.2% | +4.2% | -2.0% | +1.0% |
| 30D | -3.0% | -5.0% | +2.0% | -1.8% |
| 3M | +3.3% | -0.2% | +3.6% | +3.4% |
| 6M | +9.2% | +49.1% | -40.0% | -3.7% |
| YTD | +10.6% | +61.0% | -50.3% | -3.9% |
| 1Y | +20.4% | +82.5% | -62.1% | -0.5% |
| All | +20.4% | +82.6% | -62.2% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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