+396.3%
NVDA vs KEY
+130.9%
+265.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.5% |
| 7D | +3.8% | +2.7% | +1.1% | +3.0% |
| 30D | +0.8% | -3.2% | +4.0% | +1.8% |
| 3M | +8.2% | +1.0% | +7.2% | +7.7% |
| 6M | +27.1% | +11.9% | +15.2% | +22.2% |
| YTD | +21.2% | +8.7% | +12.5% | +17.3% |
| 1Y | +34.3% | +18.5% | +15.8% | +26.1% |
| 3Y | +396.3% | +124.0% | +272.3% | +307.5% |
| All | +396.3% | +130.9% | +265.3% | +307.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling