+2,490.2%
NVDL vs KEEL
+567.3%
+1,922.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.2% |
| 7D | -10.3% | +2.9% | -13.2% | -11.2% |
| 30D | -7.1% | +0.8% | -8.0% | -7.8% |
| 3M | +6.6% | -35.3% | +41.9% | +16.2% |
| 6M | +21.1% | +59.4% | -38.3% | +2.4% |
| YTD | +15.2% | +51.9% | -36.7% | -2.8% |
| 1Y | +18.8% | +75.0% | -56.2% | -10.9% |
| 3Y | +649.9% | +224.5% | +425.4% | +348.1% |
| All | +2,490.2% | +567.3% | +1,922.9% | +1,172.7% |
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