+138.6%
NOK vs KEYS
+1,049.9%
-911.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.0% | +0.8% | +2.9% |
| 7D | +11.0% | +3.5% | +7.5% | +9.3% |
| 30D | +7.8% | -4.5% | +12.3% | +10.2% |
| 3M | -21.0% | -0.4% | -20.6% | -20.3% |
| 6M | +40.9% | +19.1% | +21.8% | +32.3% |
| YTD | +72.0% | +66.7% | +5.4% | +37.7% |
| 1Y | +140.9% | +96.5% | +44.4% | +78.1% |
| 3Y | +194.3% | +155.2% | +39.1% | +85.5% |
| 5Y | +112.5% | +88.0% | +24.5% | +51.3% |
| All | +138.6% | +1,049.9% | -911.3% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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