+158.8%
KEY vs NVS
+1,271.6%
-1,112.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.8% | -1.0% | +2.8% | +2.3% |
| 30D | +7.1% | +12.5% | -5.4% | +0.4% |
| 3M | -5.9% | +5.2% | -11.1% | -9.7% |
| 6M | +2.2% | +8.2% | -6.0% | -3.9% |
| YTD | +6.4% | +19.8% | -13.4% | -6.0% |
| 1Y | +24.8% | +24.8% | -0.1% | +7.5% |
| 3Y | +125.2% | +90.0% | +35.2% | +48.7% |
| 5Y | +13.0% | +134.3% | -121.3% | -35.2% |
| 10Y | +98.5% | +250.8% | -152.3% | -10.4% |
| All | +158.8% | +1,271.6% | -1,112.8% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling