+302.5%
NSC vs KEY
+121.9%
+180.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.8% | +0.8% |
| 7D | -5.4% | -0.4% | -5.0% | -5.2% |
| 30D | +2.9% | +7.2% | -4.3% | +0.3% |
| 3M | -2.2% | -4.9% | +2.8% | -0.5% |
| 6M | +5.3% | +1.1% | +4.2% | +4.5% |
| YTD | +14.8% | +6.8% | +8.0% | +11.2% |
| 1Y | +16.6% | +23.3% | -6.7% | +6.8% |
| 3Y | +78.6% | +126.1% | -47.5% | +26.2% |
| 5Y | +27.2% | +15.2% | +12.0% | +10.9% |
| 10Y | +302.5% | +113.6% | +188.9% | +137.4% |
| All | +302.5% | +121.9% | +180.6% | +137.4% |
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