+159.8%
KEY vs NVS
+1,301.1%
-1,141.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.3% |
| 7D | -0.4% | +1.3% | -1.7% | -1.1% |
| 30D | +7.2% | +13.9% | -6.7% | -0.1% |
| 3M | -4.9% | +4.7% | -9.6% | -8.5% |
| 6M | +1.1% | +12.1% | -11.0% | -6.8% |
| YTD | +6.8% | +22.3% | -15.5% | -6.7% |
| 1Y | +23.3% | +33.5% | -10.2% | +2.3% |
| 3Y | +126.1% | +94.7% | +31.3% | +47.3% |
| 5Y | +15.2% | +137.6% | -122.4% | -34.3% |
| 10Y | +113.6% | +254.5% | -140.9% | -4.1% |
| All | +159.8% | +1,301.1% | -1,141.3% | -36.0% |
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