+93.0%
KEY vs NVMI
+2,574.6%
-2,481.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.5% |
| 7D | +1.8% | +16.9% | -15.1% | -2.8% |
| 30D | +7.1% | -4.3% | +11.4% | +7.8% |
| 3M | -5.9% | -19.3% | +13.4% | -1.4% |
| 6M | +2.2% | -33.6% | +35.8% | +10.3% |
| YTD | +6.4% | -0.2% | +6.6% | 0.0% |
| 1Y | +24.8% | +5.1% | +19.7% | +14.9% |
| 3Y | +125.2% | +193.2% | -68.0% | +33.6% |
| 5Y | +13.0% | +148.6% | -135.7% | -32.3% |
| All | +93.0% | +2,574.6% | -2,481.6% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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