+48.8%
NU vs KEY
+22.1%
+26.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.1% |
| 7D | +7.5% | +2.2% | +5.3% | +6.6% |
| 30D | +6.1% | -3.0% | +9.2% | +7.5% |
| 3M | +26.8% | +3.3% | +23.5% | +25.3% |
| 6M | +2.5% | +9.2% | -6.7% | -0.8% |
| YTD | -8.2% | +10.6% | -18.8% | -11.6% |
| 1Y | +3.4% | +20.4% | -17.0% | -3.8% |
| 3Y | +116.2% | +121.8% | -5.7% | +60.4% |
| All | +48.8% | +22.1% | +26.7% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling