+13.0%
KEY vs NUE
+150.9%
-137.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.3% |
| 7D | -0.5% | -2.4% | +1.9% | +0.4% |
| 30D | +6.7% | +3.8% | +2.9% | +4.8% |
| 3M | -4.6% | -3.7% | -0.9% | -3.7% |
| 6M | +2.6% | +13.2% | -10.6% | -4.1% |
| YTD | +7.0% | +61.6% | -54.6% | -14.8% |
| 1Y | +23.5% | +83.6% | -60.1% | -7.1% |
| 3Y | +126.4% | +78.6% | +47.8% | +66.8% |
| 5Y | +13.0% | +148.0% | -134.9% | -26.5% |
| All | +13.0% | +150.9% | -137.9% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling