+24.4%
NSC vs KEY
+11.7%
+12.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -6.6% | -1.3% | -5.3% | -6.3% |
| 30D | +2.2% | +5.1% | -3.0% | +0.7% |
| 3M | -6.2% | -7.1% | +0.9% | -4.3% |
| 6M | +1.7% | -4.4% | +6.1% | +2.7% |
| YTD | +12.2% | +4.0% | +8.2% | +10.5% |
| 1Y | +15.4% | +23.4% | -8.0% | +8.0% |
| 3Y | +73.3% | +113.9% | -40.6% | +39.0% |
| All | +24.4% | +11.7% | +12.7% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling