+19.7%
NU vs KEY
+17.8%
+1.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | +0.1% | +1.7% |
| 7D | +6.4% | -0.4% | +6.7% | +6.5% |
| 30D | -23.3% | +7.2% | -30.5% | -25.4% |
| 3M | -10.7% | -4.9% | -5.8% | -8.9% |
| 6M | -10.4% | +1.1% | -11.5% | -10.8% |
| YTD | -26.2% | +6.8% | -33.0% | -28.0% |
| 1Y | -22.1% | +23.3% | -45.4% | -28.0% |
| 3Y | +49.6% | +126.1% | -76.4% | +10.9% |
| All | +19.7% | +17.8% | +1.8% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling