+75.8%
NSC vs KEEL
+209.2%
-133.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -2.0% | +19.3% | -21.3% | -2.6% |
| 30D | -3.2% | +9.1% | -12.3% | -3.6% |
| 3M | +3.9% | -31.5% | +35.5% | +4.8% |
| 6M | +7.8% | +75.8% | -68.0% | +4.1% |
| YTD | +13.4% | +57.9% | -44.5% | +9.6% |
| 1Y | +20.3% | +133.3% | -113.0% | +11.8% |
| All | +75.8% | +209.2% | -133.4% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling