-7.5%
NOC vs KEYS
+55.9%
-63.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.3% | +1.8% | -4.8% |
| 7D | -5.0% | -14.8% | +9.8% | -5.8% |
| 30D | +10.3% | -25.6% | +35.9% | +8.8% |
| 3M | -4.3% | -16.2% | +11.9% | -5.2% |
| 6M | -6.5% | -18.6% | +12.1% | -7.5% |
| YTD | -6.7% | +40.7% | -47.4% | -10.0% |
| 1Y | -7.5% | +59.6% | -67.1% | -11.2% |
| All | -7.5% | +55.9% | -63.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling