+161.6%
KEY vs NUE
+589.1%
-427.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | -1.8% | -2.7% | +0.9% | -0.2% |
| 30D | -3.3% | -6.1% | +2.7% | +0.1% |
| 3M | -0.2% | +2.2% | -2.4% | -2.6% |
| 6M | +12.1% | +50.8% | -38.6% | -13.9% |
| YTD | +8.4% | +57.5% | -49.1% | -19.2% |
| 1Y | +17.6% | +82.5% | -64.8% | -20.6% |
| 3Y | +123.3% | +61.7% | +61.7% | +55.1% |
| 5Y | +39.5% | +145.1% | -105.6% | -34.7% |
| All | +161.6% | +589.1% | -427.5% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling