+162.8%
NOC vs KEY
+109.2%
+53.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | +14.1% | +6.9% | +7.3% | +12.9% |
| 3M | -4.6% | -5.0% | +0.4% | -3.9% |
| 6M | +0.7% | +0.7% | 0.0% | +0.5% |
| YTD | -2.6% | +6.5% | -9.1% | -3.8% |
| 1Y | -1.0% | +22.6% | -23.6% | -4.4% |
| 3Y | +24.5% | +125.3% | -100.8% | +6.0% |
| 5Y | +64.3% | +13.9% | +50.4% | +53.7% |
| 10Y | +162.8% | +105.3% | +57.4% | +105.8% |
| All | +162.8% | +109.2% | +53.6% | +105.8% |
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