+14.0%
KEYS vs NVMI
-15.5%
+29.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.6% |
| 7D | +0.9% | +3.8% | -2.8% | -1.0% |
| 30D | -5.3% | -7.6% | +2.3% | -1.5% |
| 3M | +0.5% | -28.0% | +28.5% | +17.5% |
| 6M | +14.0% | -15.3% | +29.4% | +18.1% |
| All | +14.0% | -15.5% | +29.5% | +18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling