-74.9%
NKE vs KEY
+40.7%
-115.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -10.4% | -3.3% | -7.1% | -9.6% |
| 3M | -15.5% | -0.7% | -14.7% | -15.4% |
| 6M | -32.6% | +12.5% | -45.2% | -35.1% |
| YTD | -39.8% | +8.4% | -48.2% | -41.4% |
| 1Y | -47.6% | +18.4% | -66.0% | -50.3% |
| 3Y | -59.0% | +123.3% | -182.3% | -67.9% |
| 5Y | -74.9% | +38.8% | -113.8% | -76.4% |
| All | -74.9% | +40.7% | -115.7% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling