+479.4%
NBIS vs KEY
+34.9%
+444.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.6% | -10.5% | -10.4% |
| 7D | -10.5% | +2.9% | -13.4% | -12.3% |
| 30D | -37.7% | +8.4% | -46.1% | -41.4% |
| 3M | -54.6% | -5.8% | -48.8% | -52.4% |
| 6M | -44.1% | +5.4% | -49.5% | -46.8% |
| YTD | +38.4% | +7.1% | +31.4% | +29.6% |
| 1Y | +30.7% | +26.8% | +3.9% | +6.0% |
| All | +479.4% | +34.9% | +444.5% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling