+543.2%
NBIS vs KEY
+34.0%
+509.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -0.5% | -16.3% | -16.4% |
| 7D | +6.9% | +1.8% | +5.1% | +5.7% |
| 30D | -37.8% | +7.1% | -44.9% | -40.9% |
| 3M | -50.4% | -5.9% | -44.4% | -47.9% |
| 6M | -28.2% | +2.2% | -30.4% | -30.1% |
| YTD | +53.7% | +6.4% | +47.3% | +44.6% |
| 1Y | +36.3% | +24.8% | +11.6% | +12.1% |
| All | +543.2% | +34.0% | +509.2% | +359.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling