+59.1%
NOC vs KEYS
+87.1%
-28.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.1% |
| 7D | +0.8% | +3.5% | -2.7% | +0.7% |
| 30D | -9.7% | -4.5% | -5.2% | -9.6% |
| 3M | -5.6% | -0.4% | -5.2% | -5.8% |
| 6M | -28.6% | +19.1% | -47.7% | -29.5% |
| YTD | -7.9% | +66.7% | -74.5% | -11.1% |
| 1Y | -9.5% | +96.5% | -106.0% | -13.7% |
| 3Y | +28.4% | +155.2% | -126.8% | +18.6% |
| All | +59.1% | +87.1% | -28.0% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling