+119.3%
NSC vs KEEL
+283.4%
-164.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.4% |
| 7D | -5.5% | +7.8% | -13.3% | -5.7% |
| 30D | -3.2% | -11.7% | +8.5% | -3.0% |
| 3M | +7.7% | -41.5% | +49.2% | +8.8% |
| 6M | +4.5% | +54.9% | -50.4% | +2.2% |
| YTD | +15.6% | +47.7% | -32.1% | +12.9% |
| 1Y | +19.8% | +177.6% | -157.8% | +13.6% |
| 3Y | +70.1% | +164.9% | -94.8% | +57.8% |
| 5Y | +46.1% | -45.9% | +92.0% | +36.3% |
| All | +119.3% | +283.4% | -164.2% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling