-47.4%
NKE vs KEYS
+98.0%
-145.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.9% |
| 7D | -2.0% | +2.3% | -4.3% | -2.0% |
| 30D | -8.6% | -2.6% | -6.0% | -8.7% |
| 3M | -11.0% | -4.6% | -6.4% | -11.0% |
| 6M | -33.2% | +8.7% | -42.0% | -34.6% |
| YTD | -38.1% | +61.0% | -99.2% | -43.5% |
| 1Y | -47.4% | +96.0% | -143.4% | -54.5% |
| All | -47.4% | +98.0% | -145.3% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling