+204.8%
KEY vs NVMI
+1,665.9%
-1,461.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.0% |
| 7D | +2.9% | +1.5% | +1.4% | +2.7% |
| 30D | +8.4% | -4.1% | +12.5% | +8.7% |
| 3M | -5.8% | -22.8% | +17.0% | -3.3% |
| 6M | +5.4% | -36.9% | +42.3% | +9.8% |
| YTD | +7.1% | -3.2% | +10.3% | +5.5% |
| 1Y | +26.8% | +7.1% | +19.7% | +23.3% |
| 3Y | +128.7% | +181.5% | -52.8% | +94.5% |
| 5Y | +13.6% | +141.2% | -127.6% | -2.7% |
| 10Y | +99.7% | +2,463.4% | -2,363.7% | +35.6% |
| All | +204.8% | +1,665.9% | -1,461.1% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling