+324.2%
NSC vs KEYS
+1,049.9%
-725.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -2.3% |
| 7D | -2.8% | +3.5% | -6.3% | -4.0% |
| 30D | -4.5% | -4.5% | 0.0% | -3.3% |
| 3M | +3.5% | -0.4% | +4.0% | +2.3% |
| 6M | +8.5% | +19.1% | -10.6% | -0.2% |
| YTD | +12.3% | +66.7% | -54.3% | -10.5% |
| 1Y | +18.9% | +96.5% | -77.5% | -11.9% |
| 3Y | +74.1% | +155.2% | -81.0% | +13.1% |
| 5Y | +43.9% | +88.0% | -44.1% | +2.6% |
| All | +324.2% | +1,049.9% | -725.7% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling