+577.1%
NUE vs KEYS
+1,113.8%
-536.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | -0.1% |
| 7D | -0.6% | +3.5% | -4.1% | -2.1% |
| 30D | -4.6% | -4.5% | -0.1% | -2.8% |
| 3M | -0.3% | -0.4% | +0.1% | -1.3% |
| 6M | +51.9% | +19.1% | +32.8% | +38.6% |
| YTD | +60.0% | +66.7% | -6.7% | +23.0% |
| 1Y | +82.9% | +96.5% | -13.6% | +29.5% |
| 3Y | +66.0% | +155.2% | -89.2% | +2.6% |
| 5Y | +149.0% | +88.0% | +61.0% | +72.0% |
| 10Y | +588.3% | +1,046.8% | -458.4% | +125.7% |
| All | +577.1% | +1,113.8% | -536.6% | +118.0% |
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