+96.0%
KEYS vs NVD
-61.9%
+157.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.2% |
| 7D | +2.3% | -11.1% | +13.4% | +0.1% |
| 30D | -2.6% | -13.3% | +10.6% | -4.4% |
| 3M | -4.6% | -19.8% | +15.2% | -6.9% |
| 6M | +8.7% | -48.8% | +57.5% | -0.7% |
| YTD | +61.0% | -49.7% | +110.7% | +47.2% |
| 1Y | +96.0% | -61.4% | +157.4% | +78.7% |
| All | +96.0% | -61.9% | +157.9% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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