+299.4%
NSC vs KEYS
+1,072.8%
-773.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | -5.5% | +2.3% | -7.8% | -6.2% |
| 30D | -3.2% | -2.6% | -0.6% | -2.6% |
| 3M | +7.7% | -4.6% | +12.3% | +8.0% |
| 6M | +4.5% | +8.7% | -4.2% | -0.6% |
| YTD | +15.6% | +61.0% | -45.5% | -6.6% |
| 1Y | +19.8% | +96.0% | -76.2% | -10.9% |
| 3Y | +70.1% | +144.4% | -74.3% | +13.1% |
| 5Y | +46.1% | +80.5% | -34.4% | +6.4% |
| 10Y | +328.1% | +974.9% | -646.8% | +52.5% |
| All | +299.4% | +1,072.8% | -773.4% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling