+417.6%
NRG vs KEYS
+1,113.8%
-696.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | 0.0% |
| 7D | -4.7% | +3.5% | -8.2% | -6.0% |
| 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% | -29.1% |
| YTD | -28.1% | +66.7% | -94.7% | -42.3% |
| 1Y | -27.3% | +96.5% | -123.7% | -45.6% |
| 3Y | +208.7% | +155.2% | +53.5% | +105.8% |
| 5Y | +197.7% | +88.0% | +109.7% | +117.2% |
| 10Y | +1,103.3% | +1,046.8% | +56.6% | +296.1% |
| All | +417.6% | +1,113.8% | -696.2% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling