-49.7%
NRG vs KEYS
+55.9%
-105.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -6.3% | -7.2% | -10.9% |
| 7D | -13.7% | -14.8% | +1.1% | -7.9% |
| 30D | -13.6% | -25.6% | +12.0% | -2.9% |
| 3M | -28.5% | -16.2% | -12.3% | -23.7% |
| 6M | -45.8% | -18.6% | -27.1% | -42.1% |
| YTD | -46.9% | +40.7% | -87.6% | -55.3% |
| 1Y | -49.7% | +59.6% | -109.3% | -58.4% |
| All | -49.7% | +55.9% | -105.6% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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