-18.6%
NRG vs KEYS
+98.0%
-116.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.0% | +5.9% |
| 7D | +7.1% | +2.3% | +4.8% | +6.2% |
| 30D | -1.4% | -2.6% | +1.2% | -0.6% |
| 3M | -10.5% | -4.6% | -5.8% | -10.0% |
| 6M | -26.7% | +8.7% | -35.5% | -30.7% |
| YTD | -24.5% | +61.0% | -85.6% | -39.3% |
| 1Y | -18.6% | +96.0% | -114.6% | -37.8% |
| All | -18.6% | +98.0% | -116.5% | -37.8% |
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