+1,065.2%
NRG vs KEYS
+1,049.9%
+15.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.1% |
| 7D | -4.7% | +3.5% | -8.2% | -5.9% |
| 30D | -6.0% | -4.5% | -1.5% | -4.4% |
| 3M | -8.0% | -0.4% | -7.5% | -8.8% |
| 6M | -23.2% | +19.1% | -42.3% | -29.0% |
| YTD | -28.1% | +66.7% | -94.7% | -42.0% |
| 1Y | -27.3% | +96.5% | -123.7% | -45.2% |
| 3Y | +208.7% | +155.2% | +53.5% | +108.2% |
| 5Y | +197.7% | +88.0% | +109.7% | +118.8% |
| All | +1,065.2% | +1,049.9% | +15.3% | +301.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling