+34.4%
NVDA vs KEYS
+98.0%
-63.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | +5.9% | +2.3% | +3.6% | +5.2% |
| 30D | +5.1% | -2.6% | +7.7% | +5.8% |
| 3M | +5.4% | -4.6% | +10.0% | +6.3% |
| 6M | +26.0% | +8.7% | +17.3% | +22.3% |
| YTD | +23.7% | +61.0% | -37.4% | +7.6% |
| 1Y | +34.4% | +96.0% | -61.6% | +10.8% |
| All | +34.4% | +98.0% | -63.6% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling