+191.0%
NOC vs KEY
+167.9%
+23.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.0% |
| 7D | -2.7% | +2.7% | -5.4% | -3.1% |
| 30D | -8.9% | -3.2% | -5.6% | -8.4% |
| 3M | -3.7% | +1.0% | -4.6% | -3.9% |
| 6M | -30.8% | +11.9% | -42.7% | -32.1% |
| YTD | -7.9% | +8.7% | -16.6% | -9.4% |
| 1Y | -9.4% | +18.5% | -27.9% | -12.2% |
| 3Y | +29.0% | +124.0% | -95.0% | +9.5% |
| 5Y | +56.1% | +40.8% | +15.2% | +39.1% |
| All | +191.0% | +167.9% | +23.2% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling