-12.5%
NKE vs KEY
+96.4%
-108.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -1.6% | +2.9% | -4.5% | -2.4% |
| 30D | +7.6% | +8.4% | -0.8% | +5.1% |
| 3M | -6.9% | -5.8% | -1.1% | -5.3% |
| 6M | -8.5% | +5.4% | -14.0% | -10.2% |
| YTD | -38.8% | +7.1% | -45.9% | -40.3% |
| 1Y | -40.6% | +26.8% | -67.4% | -44.9% |
| 3Y | -60.9% | +128.7% | -189.6% | -70.5% |
| 5Y | -75.4% | +13.6% | -89.0% | -77.7% |
| All | -12.5% | +96.4% | -108.9% | -37.2% |
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