+113.1%
NSC vs KEEL
+294.5%
-181.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -1.0% |
| 7D | -2.8% | +2.9% | -5.7% | -2.9% |
| 30D | -4.5% | +0.8% | -5.4% | -4.7% |
| 3M | +3.5% | -35.3% | +38.9% | +4.4% |
| 6M | +8.5% | +59.4% | -50.8% | +6.1% |
| YTD | +12.3% | +51.9% | -39.6% | +9.6% |
| 1Y | +18.9% | +75.0% | -56.1% | +14.6% |
| 3Y | +74.1% | +224.5% | -150.4% | +60.7% |
| 5Y | +43.9% | -35.9% | +79.8% | +33.8% |
| All | +113.1% | +294.5% | -181.3% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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