+17.6%
KEY vs NVS
+11.3%
+6.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.8% | -15.7% | +13.9% | -0.1% |
| 30D | -3.3% | -11.1% | +7.8% | -2.2% |
| 3M | -0.2% | -7.2% | +7.0% | 0.0% |
| 6M | +12.1% | -12.3% | +24.5% | +12.5% |
| YTD | +8.4% | +2.8% | +5.7% | +7.0% |
| 1Y | +17.6% | +11.9% | +5.7% | +14.8% |
| All | +17.6% | +11.3% | +6.4% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling