+153.1%
KEYS vs NVD
-99.1%
+252.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -1.0% |
| 7D | +0.9% | +9.0% | -8.1% | +2.3% |
| 30D | -5.3% | -5.5% | +0.2% | -5.5% |
| 3M | +0.5% | -24.6% | +25.1% | -1.8% |
| 6M | +14.0% | -42.1% | +56.1% | +8.5% |
| YTD | +60.3% | -44.3% | +104.6% | +52.9% |
| 1Y | +91.3% | -54.2% | +145.5% | +80.0% |
| 3Y | +146.1% | -99.1% | +245.3% | +59.4% |
| All | +153.1% | -99.1% | +252.2% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling