+10,058.2%
NVDA vs KEY
+109.2%
+9,949.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.4% |
| 7D | -18.3% | +0.5% | -18.8% | -18.4% |
| 30D | -26.3% | +6.9% | -33.2% | -28.1% |
| 3M | -22.3% | -5.0% | -17.3% | -21.0% |
| 6M | -21.3% | +0.7% | -22.1% | -21.9% |
| YTD | -9.2% | +6.5% | -15.7% | -12.0% |
| 1Y | -14.9% | +22.6% | -37.6% | -21.8% |
| 3Y | +250.5% | +125.3% | +125.1% | +151.0% |
| 5Y | +475.8% | +13.9% | +461.9% | +416.9% |
| 10Y | +10,058.2% | +105.3% | +9,952.9% | +6,283.3% |
| All | +10,058.2% | +109.2% | +9,949.1% | +6,283.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling