+297.5%
NSC vs KEYS
+1,095.1%
-797.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.1% |
| 7D | -1.5% | +4.4% | -5.9% | -3.0% |
| 30D | -1.9% | -2.2% | +0.3% | -1.5% |
| 3M | +6.2% | +0.5% | +5.7% | +4.6% |
| 6M | +9.2% | +22.4% | -13.2% | -0.5% |
| YTD | +15.0% | +64.1% | -49.1% | -7.6% |
| 1Y | +21.1% | +97.0% | -75.9% | -10.0% |
| 3Y | +78.6% | +152.0% | -73.4% | +17.5% |
| 5Y | +45.9% | +83.7% | -37.9% | +5.5% |
| 10Y | +326.9% | +997.9% | -671.0% | +51.0% |
| All | +297.5% | +1,095.1% | -797.6% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded KEYS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling