+1,091.5%
NOW vs KEYS
+1,072.8%
+18.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.6% |
| 7D | -2.4% | +2.3% | -4.6% | -3.4% |
| 30D | +20.5% | -2.6% | +23.1% | +21.2% |
| 3M | +18.3% | -4.6% | +23.0% | +17.3% |
| 6M | +24.1% | +8.7% | +15.3% | +11.2% |
| YTD | -7.8% | +61.0% | -68.8% | -35.5% |
| 1Y | -21.4% | +96.0% | -117.4% | -51.5% |
| 3Y | +19.5% | +144.4% | -124.9% | -37.8% |
| 5Y | +4.1% | +80.5% | -76.4% | -35.2% |
| 10Y | +826.4% | +974.9% | -148.5% | +119.5% |
| All | +1,091.5% | +1,072.8% | +18.7% | +159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling