+244.8%
NEE vs KEYS
+1,049.9%
-805.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.1% | -0.9% |
| 7D | -1.3% | +3.5% | -4.8% | -2.0% |
| 30D | -3.3% | -4.5% | +1.2% | -2.6% |
| 3M | -2.3% | -0.4% | -1.8% | -2.8% |
| 6M | -8.9% | +19.1% | -28.0% | -12.9% |
| YTD | +4.8% | +66.7% | -61.9% | -7.5% |
| 1Y | +18.7% | +96.5% | -77.7% | +0.7% |
| 3Y | +33.2% | +155.2% | -121.9% | +3.4% |
| 5Y | +10.9% | +88.0% | -77.1% | -8.7% |
| All | +244.8% | +1,049.9% | -805.0% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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