-15.0%
NVO vs KEY
+18.3%
-33.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.4% | -1.8% | -5.6% | -6.9% |
| 30D | -5.5% | -3.3% | -2.2% | -4.7% |
| 3M | +4.1% | -0.2% | +4.3% | +3.8% |
| 6M | +19.3% | +12.1% | +7.2% | +13.8% |
| YTD | -9.2% | +8.4% | -17.6% | -11.0% |
| 1Y | -15.0% | +17.6% | -32.7% | -16.3% |
| All | -15.0% | +18.3% | -33.3% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling