+194.1%
NRG vs KEY
+40.7%
+153.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.9% |
| 3M | -10.9% | -0.7% | -10.2% | -10.8% |
| 6M | -25.3% | +12.5% | -37.8% | -28.1% |
| YTD | -26.8% | +8.4% | -35.2% | -28.9% |
| 1Y | -23.3% | +18.4% | -41.7% | -27.8% |
| 3Y | +208.6% | +123.3% | +85.3% | +138.3% |
| 5Y | +194.1% | +38.8% | +155.3% | +149.1% |
| All | +194.1% | +40.7% | +153.4% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling