+6.7%
NI vs KEYS
+98.0%
-91.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.7% |
| 7D | +2.0% | +2.3% | -0.2% | +1.9% |
| 30D | -3.5% | -2.6% | -0.9% | -3.4% |
| 3M | -9.1% | -4.6% | -4.5% | -9.0% |
| 6M | -11.8% | +8.7% | -20.6% | -12.5% |
| YTD | +1.1% | +61.0% | -59.9% | -0.8% |
| 1Y | +6.7% | +96.0% | -89.3% | +4.3% |
| All | +6.7% | +98.0% | -91.3% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling