+1,052.7%
KEYS vs NVMI
+3,502.7%
-2,449.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | +0.9% | +3.8% | -2.8% | -0.6% |
| 30D | -5.3% | -7.6% | +2.3% | -2.4% |
| 3M | +0.5% | -28.0% | +28.5% | +13.5% |
| 6M | +14.0% | -15.3% | +29.4% | +20.0% |
| YTD | +60.3% | +11.5% | +48.8% | +51.3% |
| 1Y | +91.3% | +31.6% | +59.7% | +68.3% |
| 3Y | +146.1% | +207.0% | -60.8% | +42.8% |
| 5Y | +80.8% | +262.8% | -182.1% | -5.5% |
| 10Y | +1,002.8% | +3,074.6% | -2,071.8% | +165.6% |
| All | +1,052.7% | +3,502.7% | -2,449.9% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling