+1,046.6%
NRG vs KEY
+171.1%
+875.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -0.2% | -1.8% | +1.6% | +0.4% |
| 30D | -6.8% | -3.3% | -3.5% | -5.7% |
| 3M | -7.1% | -0.2% | -6.9% | -7.1% |
| 6M | -27.6% | +12.1% | -39.7% | -30.4% |
| YTD | -29.2% | +8.4% | -37.6% | -31.3% |
| 1Y | -29.9% | +17.6% | -47.5% | -34.1% |
| 3Y | +198.7% | +123.3% | +75.3% | +122.6% |
| 5Y | +192.9% | +39.5% | +153.4% | +143.6% |
| All | +1,046.6% | +171.1% | +875.5% | +537.3% |
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