-52.9%
NVO vs KEYS
+154.3%
-207.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -2.6% |
| 7D | -7.6% | +3.5% | -11.1% | -7.9% |
| 30D | -6.0% | -4.5% | -1.5% | -5.6% |
| 3M | -0.8% | -0.4% | -0.4% | -1.3% |
| 6M | +16.5% | +19.1% | -2.7% | +11.8% |
| YTD | -11.1% | +66.7% | -77.8% | -21.3% |
| 1Y | -16.7% | +96.5% | -113.2% | -29.1% |
| 3Y | -52.9% | +155.2% | -208.1% | -62.4% |
| All | -52.9% | +154.3% | -207.2% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling