+213.9%
NRG vs KEY
+121.2%
+92.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +3.9% | -0.3% | +4.2% | +4.0% |
| 30D | -3.0% | -3.3% | +0.3% | -1.6% |
| 3M | -10.9% | -0.7% | -10.2% | -10.7% |
| 6M | -25.3% | +12.5% | -37.8% | -28.8% |
| YTD | -26.8% | +8.4% | -35.2% | -29.5% |
| 1Y | -23.3% | +18.4% | -41.7% | -28.9% |
| All | +213.9% | +121.2% | +92.7% | +139.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling