+5,605.4%
NSC vs KEY
+1,050.5%
+4,554.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -5.5% | +2.2% | -7.7% | -6.1% |
| 30D | -3.2% | -3.0% | -0.2% | -2.4% |
| 3M | +7.7% | +3.3% | +4.3% | +6.5% |
| 6M | +4.5% | +9.2% | -4.7% | +1.5% |
| YTD | +15.6% | +10.6% | +4.9% | +11.6% |
| 1Y | +19.8% | +20.4% | -0.6% | +12.5% |
| 3Y | +70.1% | +121.8% | -51.7% | +30.1% |
| 5Y | +46.1% | +41.1% | +5.0% | +22.0% |
| 10Y | +328.1% | +168.5% | +159.6% | +180.8% |
| All | +5,605.4% | +1,050.5% | +4,554.9% | +1,880.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling