+5,420.9%
NVDA vs KEEL
+280.1%
+5,140.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -1.4% |
| 7D | -4.3% | +2.7% | -7.0% | -4.7% |
| 30D | +0.5% | +4.6% | -4.1% | -0.4% |
| 3M | +9.1% | -34.5% | +43.5% | +12.9% |
| 6M | +18.5% | +59.3% | -40.8% | +9.3% |
| YTD | +17.4% | +46.4% | -29.0% | +8.3% |
| 1Y | +23.4% | +96.6% | -73.1% | +6.6% |
| 3Y | +380.6% | +182.0% | +198.6% | +270.2% |
| 5Y | +875.7% | -38.2% | +914.0% | +687.3% |
| All | +5,420.9% | +280.1% | +5,140.8% | +3,691.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling