+141.2%
NVO vs KEY
+171.1%
-29.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.4% | -1.8% | -5.6% | -7.2% |
| 30D | -5.5% | -3.3% | -2.2% | -5.2% |
| 3M | +4.1% | -0.2% | +4.3% | +4.1% |
| 6M | +19.3% | +12.1% | +7.2% | +18.0% |
| YTD | -9.2% | +8.4% | -17.6% | -9.9% |
| 1Y | -15.0% | +17.6% | -32.7% | -16.4% |
| 3Y | -50.9% | +123.3% | -174.2% | -54.7% |
| 5Y | -0.9% | +39.5% | -40.4% | -6.0% |
| All | +141.2% | +171.1% | -29.9% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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