+202.9%
KEY vs NVMI
+1,720.2%
-1,517.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.1% |
| 7D | +1.8% | +16.9% | -15.1% | -0.2% |
| 30D | +7.1% | -4.3% | +11.4% | +7.5% |
| 3M | -5.9% | -19.3% | +13.4% | -4.0% |
| 6M | +2.2% | -33.6% | +35.8% | +5.8% |
| YTD | +6.4% | -0.2% | +6.6% | +4.5% |
| 1Y | +24.8% | +5.1% | +19.7% | +21.6% |
| 3Y | +125.2% | +193.2% | -68.0% | +90.7% |
| 5Y | +13.0% | +148.6% | -135.7% | -3.7% |
| 10Y | +98.5% | +2,542.3% | -2,443.8% | +34.3% |
| All | +202.9% | +1,720.2% | -1,517.3% | +53.8% |
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