+125.1%
NU vs KEY
+130.9%
-5.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | +6.0% | +2.7% | +3.3% | +4.8% |
| 30D | +10.8% | -3.2% | +14.0% | +12.5% |
| 3M | +32.2% | +1.0% | +31.2% | +31.6% |
| 6M | +5.1% | +11.9% | -6.7% | +0.2% |
| YTD | -8.4% | +8.7% | -17.1% | -11.7% |
| 1Y | +0.7% | +18.5% | -17.7% | -6.6% |
| 3Y | +125.1% | +124.0% | +1.2% | +73.0% |
| All | +125.1% | +130.9% | -5.8% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling