+6,161.3%
NKE vs KEY
+1,050.5%
+5,110.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -2.0% | +2.2% | -4.2% | -2.5% |
| 30D | -8.6% | -3.0% | -5.6% | -7.9% |
| 3M | -11.0% | +3.3% | -14.4% | -11.8% |
| 6M | -33.2% | +9.2% | -42.4% | -34.8% |
| YTD | -38.1% | +10.6% | -48.8% | -39.8% |
| 1Y | -47.4% | +20.4% | -67.8% | -49.9% |
| 3Y | -59.8% | +121.8% | -181.6% | -67.7% |
| 5Y | -74.2% | +41.1% | -115.4% | -77.6% |
| 10Y | -23.5% | +168.5% | -192.0% | -46.4% |
| All | +6,161.3% | +1,050.5% | +5,110.8% | +1,690.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling