+169.3%
KEY vs NVS
+177.6%
-8.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.3% | -15.4% | +15.1% | +6.9% |
| 30D | -3.3% | -12.3% | +9.0% | +1.7% |
| 3M | -0.7% | -7.8% | +7.1% | +1.4% |
| 6M | +12.5% | -13.0% | +25.5% | +18.2% |
| YTD | +8.4% | +2.8% | +5.7% | +4.2% |
| 1Y | +18.4% | +10.6% | +7.8% | +9.2% |
| 3Y | +123.3% | +55.1% | +68.3% | +66.4% |
| 5Y | +38.8% | +91.7% | -52.9% | -12.0% |
| 10Y | +169.3% | +181.2% | -11.9% | +49.4% |
| All | +169.3% | +177.6% | -8.3% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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