+808.8%
NOW vs KEY
+168.7%
+640.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.2% | -3.0% |
| 7D | -2.4% | +2.2% | -4.6% | -2.9% |
| 30D | +20.5% | -3.0% | +23.5% | +21.2% |
| 3M | +18.3% | +3.3% | +15.0% | +17.1% |
| 6M | +24.1% | +9.2% | +14.9% | +20.8% |
| YTD | -7.8% | +10.6% | -18.4% | -10.7% |
| 1Y | -21.4% | +20.4% | -41.8% | -25.5% |
| 3Y | +19.5% | +121.8% | -102.3% | -3.4% |
| 5Y | +4.1% | +41.1% | -37.0% | -8.8% |
| All | +808.8% | +168.7% | +640.0% | +493.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling