+167.1%
NOK vs KEY
+135.1%
+32.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -1.8% | +2.2% | -4.0% | -2.3% |
| 30D | +4.7% | -3.0% | +7.7% | +5.5% |
| 3M | -39.7% | +3.3% | -43.0% | -40.1% |
| 6M | +23.1% | +9.2% | +13.9% | +20.6% |
| YTD | +55.0% | +10.6% | +44.4% | +51.1% |
| 1Y | +118.0% | +20.4% | +97.6% | +108.0% |
| All | +167.1% | +135.1% | +32.1% | +106.0% |
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