-40.7%
NRG vs KEY
+25.9%
-66.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +10.0% | +2.9% | +7.1% | +8.8% |
| 30D | -3.2% | +8.4% | -11.7% | -6.6% |
| 3M | -18.5% | -5.8% | -12.8% | -16.2% |
| 6M | -25.3% | +5.4% | -30.7% | -27.4% |
| YTD | -38.1% | +7.1% | -45.2% | -40.7% |
| 1Y | -40.7% | +26.8% | -67.5% | -46.9% |
| All | -40.7% | +25.9% | -66.6% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling