+145.1%
NI vs KEY
+167.1%
-22.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | -0.3% | -3.3% | +3.0% | +0.3% |
| 3M | -9.5% | -0.7% | -8.7% | -9.4% |
| 6M | -10.2% | +12.5% | -22.8% | -12.3% |
| YTD | +1.8% | +8.4% | -6.6% | 0.0% |
| 1Y | +5.7% | +18.4% | -12.8% | +2.0% |
| 3Y | +69.6% | +123.3% | -53.7% | +42.7% |
| 5Y | +95.8% | +38.8% | +57.0% | +74.3% |
| 10Y | +145.1% | +169.3% | -24.2% | +85.8% |
| All | +145.1% | +167.1% | -22.0% | +85.8% |
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