+134.4%
NOK vs KEY
+18.3%
+116.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -21.9% |
| 6M | +36.4% | +12.5% | +23.9% | +35.8% |
| YTD | +66.3% | +8.4% | +57.9% | +67.3% |
| 1Y | +134.4% | +18.4% | +116.0% | +135.6% |
| All | +134.4% | +18.3% | +116.2% | +135.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling