+189.3%
NOC vs KEY
+167.1%
+22.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -10.4% | -3.3% | -7.1% | -9.9% |
| 3M | -5.6% | -0.7% | -4.9% | -5.6% |
| 6M | -30.4% | +12.5% | -42.9% | -31.8% |
| YTD | -8.5% | +8.4% | -16.9% | -9.9% |
| 1Y | -8.3% | +18.4% | -26.8% | -11.1% |
| 3Y | +28.2% | +123.3% | -95.1% | +8.9% |
| 5Y | +56.7% | +38.8% | +17.9% | +40.1% |
| 10Y | +189.3% | +169.3% | +20.0% | +107.6% |
| All | +189.3% | +167.1% | +22.2% | +107.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling