-48.9%
NKE vs KEY
+18.0%
-66.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -4.2% | -1.5% | -2.6% | -3.7% |
| 30D | -8.2% | -3.7% | -4.5% | -7.2% |
| 3M | -19.1% | -1.3% | -17.8% | -18.9% |
| 6M | -32.6% | +13.3% | -46.0% | -36.1% |
| YTD | -40.7% | +9.0% | -49.7% | -42.6% |
| 1Y | -48.9% | +18.7% | -67.5% | -55.1% |
| All | -48.9% | +18.0% | -66.9% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling