+298.3%
NSC vs KEY
+109.2%
+189.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | -3.4% | +0.5% | -3.9% | -3.6% |
| 30D | +3.6% | +6.9% | -3.2% | +1.0% |
| 3M | -1.4% | -5.0% | +3.6% | +0.3% |
| 6M | +6.0% | +0.7% | +5.2% | +5.3% |
| YTD | +15.5% | +6.5% | +9.0% | +12.0% |
| 1Y | +16.2% | +22.6% | -6.4% | +6.7% |
| 3Y | +76.9% | +125.3% | -48.4% | +25.2% |
| 5Y | +29.3% | +13.9% | +15.4% | +13.3% |
| 10Y | +298.3% | +105.3% | +192.9% | +138.9% |
| All | +298.3% | +109.2% | +189.1% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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