+189.0%
NI vs KEY
+109.2%
+79.8%
-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% | +0.8% | +0.6% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +11.9% | +6.9% | +5.0% | +10.5% |
| 3M | +9.1% | -5.0% | +14.1% | +10.1% |
| 6M | -1.8% | +0.7% | -2.5% | -2.0% |
| YTD | +11.4% | +6.5% | +4.9% | +9.7% |
| 1Y | +6.4% | +22.6% | -16.2% | +2.0% |
| 3Y | +98.2% | +125.3% | -27.1% | +66.3% |
| 5Y | +110.1% | +13.9% | +96.1% | +95.0% |
| 10Y | +189.0% | +105.3% | +83.6% | +123.7% |
| All | +189.0% | +109.2% | +79.8% | +123.7% |
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