+133.9%
NOK vs KEY
+95.2%
+38.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +11.0% | +1.8% | +9.2% | +10.5% |
| 30D | -16.0% | +7.1% | -23.2% | -17.5% |
| 3M | -19.8% | -5.9% | -13.8% | -18.6% |
| 6M | -37.1% | +2.2% | -39.3% | -37.6% |
| YTD | +28.0% | +6.4% | +21.6% | +25.5% |
| 1Y | +17.9% | +24.8% | -6.8% | +11.0% |
| 3Y | +152.7% | +125.2% | +27.5% | +99.3% |
| 5Y | +62.3% | +13.0% | +49.3% | +48.0% |
| All | +133.9% | +95.2% | +38.6% | +83.6% |
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