-75.5%
NKE vs KEY
+12.7%
-88.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.9% |
| 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% | -43.2% |
| 3Y | -61.8% | +125.2% | -187.1% | -70.3% |
| 5Y | -75.5% | +13.0% | -88.5% | -76.3% |
| All | -75.5% | +12.7% | -88.2% | -76.3% |
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