+17.2%
NOC vs KEY
+106.2%
-89.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -5.8% | -1.3% | -4.6% | -5.8% |
| 30D | +10.9% | +5.1% | +5.7% | +10.6% |
| 3M | -7.1% | -7.1% | 0.0% | -6.9% |
| 6M | -5.3% | -4.4% | -1.0% | -5.3% |
| YTD | -6.8% | +4.0% | -10.8% | -7.0% |
| 1Y | -6.7% | +23.4% | -30.1% | -7.3% |
| 3Y | +17.2% | +113.9% | -96.7% | +14.0% |
| All | +17.2% | +106.2% | -89.0% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling