+2,490.2%
NVDL vs KEYS
+80.8%
+2,409.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -3.9% |
| 7D | -10.3% | +3.5% | -13.8% | -13.3% |
| 30D | -7.1% | -4.5% | -2.6% | -3.2% |
| 3M | +6.6% | -0.4% | +7.0% | +6.5% |
| 6M | +21.1% | +19.1% | +1.9% | +0.2% |
| YTD | +15.2% | +66.7% | -51.4% | -36.8% |
| 1Y | +18.8% | +96.5% | -77.7% | -47.1% |
| 3Y | +649.9% | +155.2% | +494.7% | +168.5% |
| All | +2,490.2% | +80.8% | +2,409.4% | +1,131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling