+140.9%
KEY vs NVD
-98.6%
+239.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.9% | -11.2% | +0.4% |
| 7D | +0.5% | +43.9% | -43.4% | +3.4% |
| 30D | +6.9% | +74.0% | -67.2% | +11.6% |
| 3M | -5.0% | +48.3% | -53.3% | -1.7% |
| 6M | +0.7% | +30.3% | -29.6% | +3.9% |
| YTD | +6.5% | -12.9% | +19.3% | +7.1% |
| 1Y | +22.6% | -4.0% | +26.6% | +24.7% |
| 3Y | +125.3% | -98.5% | +223.8% | +82.4% |
| All | +140.9% | -98.6% | +239.5% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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