+140.2%
NI vs KEYS
+1,049.9%
-909.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.7% |
| 7D | 0.0% | +3.5% | -3.4% | -0.5% |
| 30D | -1.4% | -4.5% | +3.1% | -0.7% |
| 3M | -10.6% | -0.4% | -10.2% | -11.0% |
| 6M | -9.3% | +19.1% | -28.5% | -12.7% |
| YTD | +1.1% | +66.7% | -65.5% | -8.8% |
| 1Y | +3.4% | +96.5% | -93.1% | -9.8% |
| 3Y | +67.9% | +155.2% | -87.3% | +36.4% |
| 5Y | +98.0% | +88.0% | +10.0% | +68.0% |
| All | +140.2% | +1,049.9% | -909.7% | +51.8% |
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