+2,317.7%
NVDL vs KEEL
+544.9%
+1,772.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.4% | -3.3% | -5.8% |
| 7D | -16.3% | -0.6% | -15.7% | -16.3% |
| 30D | -14.1% | -1.7% | -12.3% | -14.0% |
| 3M | -0.9% | -38.3% | +37.4% | +9.5% |
| 6M | +20.5% | +54.0% | -33.6% | +2.8% |
| YTD | +7.5% | +46.8% | -39.3% | -8.4% |
| 1Y | +10.1% | +54.7% | -44.6% | -14.4% |
| 3Y | +590.5% | +197.4% | +393.1% | +320.7% |
| All | +2,317.7% | +544.9% | +1,772.9% | +1,099.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling