+70.7%
NEE vs KEY
+127.6%
-56.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.1% | +2.9% | -5.0% | -2.4% |
| 30D | +8.6% | +8.4% | +0.2% | +7.6% |
| 3M | -0.3% | -5.8% | +5.5% | +0.3% |
| 6M | -8.9% | +5.4% | -14.4% | -9.5% |
| YTD | +8.3% | +7.1% | +1.3% | +7.3% |
| 1Y | +4.3% | +26.8% | -22.5% | +1.2% |
| 3Y | +70.7% | +128.7% | -58.0% | +36.3% |
| All | +70.7% | +127.6% | -56.9% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling