-32.5%
NVDL vs KEYS
+45.0%
-77.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -8.8% | -9.8% | -12.6% |
| 7D | -28.8% | -21.0% | -7.8% | -16.3% |
| 30D | -44.0% | -32.8% | -11.2% | -27.6% |
| 3M | -35.6% | -22.4% | -13.2% | -23.1% |
| 6M | -25.3% | -26.8% | +1.5% | -8.6% |
| YTD | -23.3% | +28.3% | -51.6% | -28.8% |
| 1Y | -32.5% | +40.2% | -72.7% | -38.5% |
| All | -32.5% | +45.0% | -77.5% | -38.5% |
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