+55.6%
NOC vs KEY
+40.7%
+14.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -5.2% | +2.2% | -7.4% | -5.3% |
| 30D | -7.2% | -3.0% | -4.2% | -7.0% |
| 3M | -5.1% | +3.3% | -8.4% | -5.4% |
| 6M | -31.1% | +9.2% | -40.3% | -31.5% |
| YTD | -8.6% | +10.6% | -19.2% | -9.4% |
| 1Y | -9.7% | +20.4% | -30.1% | -11.1% |
| 3Y | +24.3% | +121.8% | -97.6% | +15.1% |
| All | +55.6% | +40.7% | +14.9% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling