+129.8%
NOK vs KEY
+167.1%
-37.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +9.3% | -0.3% | +9.7% | +9.4% |
| 30D | +17.9% | -3.3% | +21.1% | +18.8% |
| 3M | -22.3% | -0.7% | -21.6% | -22.1% |
| 6M | +36.4% | +12.5% | +23.9% | +32.2% |
| YTD | +66.3% | +8.4% | +57.9% | +62.5% |
| 1Y | +134.4% | +18.4% | +116.0% | +123.3% |
| 3Y | +186.6% | +123.3% | +63.3% | +126.3% |
| 5Y | +102.7% | +38.8% | +63.9% | +76.0% |
| 10Y | +129.8% | +169.3% | -39.5% | +47.5% |
| All | +129.8% | +167.1% | -37.3% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling