+384.6%
NVDA vs KEEL
+197.5%
+187.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.6% |
| 7D | -5.1% | +2.9% | -8.0% | -5.6% |
| 30D | -2.5% | +0.8% | -3.3% | -3.1% |
| 3M | +6.7% | -35.3% | +42.0% | +11.7% |
| 6M | +17.6% | +59.4% | -41.8% | +5.7% |
| YTD | +17.3% | +51.9% | -34.6% | +4.9% |
| 1Y | +23.5% | +75.0% | -51.5% | +2.4% |
| 3Y | +384.6% | +224.5% | +160.1% | +238.3% |
| All | +384.6% | +197.5% | +187.1% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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