-57.8%
NKE vs KEY
+121.8%
-179.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -0.1% | +2.7% | -2.8% | -0.8% |
| 30D | -7.7% | -3.2% | -4.4% | -6.9% |
| 3M | -10.9% | +1.0% | -11.9% | -11.3% |
| 6M | -31.9% | +11.9% | -43.7% | -34.3% |
| YTD | -38.6% | +8.7% | -47.3% | -40.3% |
| 1Y | -46.9% | +18.5% | -65.4% | -49.8% |
| All | -57.8% | +121.8% | -179.6% | -66.4% |
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