+5,601.7%
NSC vs KEY
+987.2%
+4,614.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.5% |
| 7D | -3.8% | -2.5% | -1.3% | -3.0% |
| 30D | +4.1% | +4.1% | 0.0% | +2.8% |
| 3M | -3.3% | -8.4% | +5.1% | -0.9% |
| 6M | +5.9% | -2.3% | +8.2% | +6.3% |
| YTD | +15.5% | +4.6% | +10.9% | +13.4% |
| 1Y | +19.3% | +24.6% | -5.2% | +11.0% |
| 3Y | +79.0% | +112.8% | -33.7% | +39.1% |
| 5Y | +28.3% | +12.9% | +15.4% | +14.6% |
| 10Y | +336.8% | +126.7% | +210.2% | +201.0% |
| All | +5,601.7% | +987.2% | +4,614.5% | +1,911.6% |
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