+155.2%
KEYS vs NVS
+54.2%
+100.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | -14.3% | +17.8% | +5.8% |
| 30D | -4.5% | -10.0% | +5.5% | -3.5% |
| 3M | -0.4% | -10.9% | +10.5% | +0.5% |
| 6M | +19.1% | -12.0% | +31.1% | +20.5% |
| YTD | +66.7% | +2.5% | +64.1% | +62.2% |
| 1Y | +96.5% | +10.7% | +85.8% | +87.2% |
| 3Y | +155.2% | +53.3% | +101.9% | +127.8% |
| All | +155.2% | +54.2% | +100.9% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 3y: compounded portfolio wealth divided by compounded NVS 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…
3y analysis · Full analysis span regression · 6 months rolling