-59.2%
NKE vs KEYS
+154.3%
-213.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.2% |
| 7D | -4.2% | +3.5% | -7.7% | -4.7% |
| 30D | -8.2% | -4.5% | -3.7% | -7.6% |
| 3M | -19.1% | -0.4% | -18.7% | -19.7% |
| 6M | -32.6% | +19.1% | -51.8% | -36.8% |
| YTD | -40.7% | +66.7% | -107.4% | -50.4% |
| 1Y | -48.9% | +96.5% | -145.3% | -59.9% |
| 3Y | -59.2% | +155.2% | -214.4% | -73.1% |
| All | -59.2% | +154.3% | -213.6% | -73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling