+575.6%
NUE vs KEYS
+1,049.9%
-474.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | -0.2% |
| 7D | -0.6% | +3.5% | -4.1% | -2.1% |
| 30D | -4.6% | -4.5% | -0.1% | -2.7% |
| 3M | -0.3% | -0.4% | +0.1% | -1.3% |
| 6M | +51.9% | +19.1% | +32.8% | +38.2% |
| YTD | +60.0% | +66.7% | -6.7% | +22.0% |
| 1Y | +82.9% | +96.5% | -13.6% | +28.0% |
| 3Y | +66.0% | +155.2% | -89.2% | +0.8% |
| 5Y | +149.0% | +88.0% | +61.0% | +69.4% |
| All | +575.6% | +1,049.9% | -474.2% | +106.8% |
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