+38.8%
KEY vs NVMI
+274.3%
-235.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -0.3% | +6.9% | -7.3% | -1.8% |
| 30D | -3.3% | -2.8% | -0.4% | -2.8% |
| 3M | -0.7% | -27.3% | +26.6% | +4.7% |
| 6M | +12.5% | -13.7% | +26.2% | +12.9% |
| YTD | +8.4% | +13.8% | -5.4% | +1.1% |
| 1Y | +18.4% | +34.9% | -16.4% | +5.0% |
| 3Y | +123.3% | +213.5% | -90.2% | +44.8% |
| 5Y | +38.8% | +272.5% | -233.7% | -15.9% |
| All | +38.8% | +274.3% | -235.5% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling