+152.6%
NOK vs KEY
+118.7%
+33.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +6.1% |
| 7D | -1.4% | -0.4% | -1.1% | -1.3% |
| 30D | -21.0% | +7.2% | -28.3% | -22.3% |
| 3M | -12.6% | -4.9% | -7.7% | -11.6% |
| 6M | -36.2% | +1.1% | -37.3% | -36.4% |
| YTD | +26.4% | +6.8% | +19.6% | +24.3% |
| 1Y | +19.6% | +23.3% | -3.7% | +13.7% |
| 3Y | +152.6% | +126.1% | +26.5% | +97.5% |
| All | +152.6% | +118.7% | +33.9% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling