+924.9%
NRG vs KEY
+96.4%
+828.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +10.0% | +2.9% | +7.1% | +9.0% |
| 30D | -3.2% | +8.4% | -11.7% | -6.0% |
| 3M | -18.5% | -5.8% | -12.8% | -17.0% |
| 6M | -25.3% | +5.4% | -30.7% | -26.8% |
| YTD | -38.1% | +7.1% | -45.2% | -39.8% |
| 1Y | -40.7% | +26.8% | -67.5% | -45.6% |
| 3Y | +121.8% | +128.7% | -6.9% | +64.5% |
| 5Y | +209.2% | +13.6% | +195.6% | +176.3% |
| All | +924.9% | +96.4% | +828.5% | +610.8% |
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