+101.3%
NOK vs KEY
+39.4%
+61.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +7.9% | +6.7% |
| 7D | +7.3% | +2.7% | +4.5% | +6.4% |
| 30D | +13.8% | -3.2% | +17.0% | +14.8% |
| 3M | -27.0% | +1.0% | -28.0% | -27.2% |
| 6M | +37.6% | +11.9% | +25.7% | +33.3% |
| YTD | +64.6% | +8.7% | +55.9% | +60.4% |
| 1Y | +132.0% | +18.5% | +113.6% | +120.2% |
| 3Y | +183.7% | +124.0% | +59.7% | +117.0% |
| 5Y | +101.3% | +40.8% | +60.5% | +83.2% |
| All | +101.3% | +39.4% | +61.9% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling