+90.1%
KEYS vs NVMI
+261.9%
-171.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.4% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | -4.5% | -8.4% | +3.9% | -1.2% |
| 3M | -0.4% | -33.6% | +33.2% | +16.0% |
| 6M | +19.1% | -14.7% | +33.8% | +25.2% |
| YTD | +66.7% | +13.2% | +53.4% | +57.3% |
| 1Y | +96.5% | +29.0% | +67.4% | +75.4% |
| 3Y | +155.2% | +215.0% | -59.8% | +44.9% |
| All | +90.1% | +261.9% | -171.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 5y: compounded portfolio wealth divided by compounded NVMI 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…
5y analysis · Full analysis span regression · 6 months rolling