+406.7%
NOC vs KEYS
+1,067.2%
-660.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -1.8% | +0.9% | -2.7% | -1.9% |
| 30D | -9.4% | -5.3% | -4.2% | -8.8% |
| 3M | -3.8% | +0.5% | -4.4% | -4.6% |
| 6M | -28.8% | +14.0% | -42.8% | -31.1% |
| YTD | -7.9% | +60.3% | -68.1% | -16.5% |
| 1Y | -9.0% | +91.3% | -100.4% | -20.3% |
| 3Y | +29.1% | +146.1% | -117.1% | +5.0% |
| 5Y | +58.9% | +80.8% | -21.8% | +35.4% |
| 10Y | +191.2% | +1,002.8% | -811.5% | +55.2% |
| All | +406.7% | +1,067.2% | -660.5% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling