-25.7%
NOW vs KEY
+16.6%
-42.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | 0.0% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -27.0% | +7.2% | -34.3% | -28.5% |
| 3M | -17.7% | -4.9% | -12.8% | -16.8% |
| 6M | +12.7% | +1.1% | +11.6% | +11.7% |
| YTD | -32.9% | +6.8% | -39.7% | -35.0% |
| 1Y | -40.4% | +23.3% | -63.7% | -44.7% |
| 3Y | -17.1% | +126.1% | -143.2% | -36.7% |
| 5Y | -25.7% | +15.2% | -40.9% | -26.5% |
| All | -25.7% | +16.6% | -42.2% | -26.5% |
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 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