+287.3%
NEE vs KEY
+109.2%
+178.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +11.5% | +6.9% | +4.6% | +10.4% |
| 3M | +2.6% | -5.0% | +7.6% | +3.3% |
| 6M | -6.0% | +0.7% | -6.7% | -6.2% |
| YTD | +9.8% | +6.5% | +3.3% | +8.5% |
| 1Y | +4.7% | +22.6% | -17.9% | +1.2% |
| 3Y | +71.0% | +125.3% | -54.3% | +47.7% |
| 5Y | +15.8% | +13.9% | +1.9% | +8.4% |
| 10Y | +287.3% | +105.3% | +181.9% | +211.6% |
| All | +287.3% | +109.2% | +178.1% | +211.6% |
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