+94.9%
NVO vs KEEL
+294.5%
-199.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -2.3% |
| 7D | -7.6% | +2.9% | -10.5% | -7.7% |
| 30D | -6.0% | +0.8% | -6.8% | -6.1% |
| 3M | -0.8% | -35.3% | +34.6% | +0.1% |
| 6M | +16.5% | +59.4% | -42.9% | +13.4% |
| YTD | -11.1% | +51.9% | -63.0% | -13.5% |
| 1Y | -16.7% | +75.0% | -91.7% | -19.7% |
| 3Y | -52.9% | +224.5% | -277.5% | -55.9% |
| 5Y | -3.0% | -35.9% | +32.9% | -8.4% |
| All | +94.9% | +294.5% | -199.6% | +80.6% |
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