-61.1%
NKE vs KEY
+126.3%
-187.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | -4.6% | +1.8% | -6.3% | -5.0% |
| 30D | +6.9% | +7.1% | -0.3% | +4.8% |
| 3M | -5.8% | -5.9% | +0.1% | -4.2% |
| 6M | -9.1% | +2.2% | -11.3% | -9.9% |
| YTD | -39.2% | +6.4% | -45.6% | -40.5% |
| 1Y | -39.2% | +24.8% | -64.0% | -43.3% |
| All | -61.1% | +126.3% | -187.4% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling