+192.3%
NI vs KEY
+107.2%
+85.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +11.2% | +6.7% | +4.5% | +9.9% |
| 3M | +9.2% | -4.6% | +13.8% | +10.0% |
| 6M | -1.8% | +2.6% | -4.4% | -2.4% |
| YTD | +12.0% | +7.0% | +5.0% | +10.2% |
| 1Y | +6.4% | +23.5% | -17.0% | +1.9% |
| 3Y | +99.4% | +126.4% | -27.0% | +67.0% |
| 5Y | +113.1% | +13.0% | +100.1% | +98.2% |
| 10Y | +192.3% | +99.5% | +92.8% | +124.4% |
| All | +192.3% | +107.2% | +85.0% | +124.4% |
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