-7.5%
NOC vs KEY
+29.6%
-37.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.8% |
| 7D | -5.0% | +1.7% | -6.6% | -5.2% |
| 30D | +10.3% | +6.8% | +3.6% | +9.1% |
| 3M | -4.3% | -5.8% | +1.5% | -4.1% |
| 6M | -6.5% | +1.4% | -8.0% | -7.4% |
| YTD | -6.7% | +7.5% | -14.3% | -7.9% |
| 1Y | -7.5% | +29.6% | -37.1% | -7.3% |
| All | -7.5% | +29.6% | -37.1% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling