+152.6%
NVO vs KEYS
+1,113.8%
-961.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -2.9% |
| 7D | -7.6% | +3.5% | -11.1% | -8.2% |
| 30D | -6.0% | -4.5% | -1.5% | -5.3% |
| 3M | -0.8% | -0.4% | -0.4% | -1.6% |
| 6M | +16.5% | +19.1% | -2.7% | +10.6% |
| YTD | -11.1% | +66.7% | -77.8% | -22.5% |
| 1Y | -16.7% | +96.5% | -113.2% | -30.3% |
| 3Y | -52.9% | +155.2% | -208.1% | -63.6% |
| 5Y | -3.0% | +88.0% | -91.0% | -21.1% |
| 10Y | +147.1% | +1,046.8% | -899.7% | +33.6% |
| All | +152.6% | +1,113.8% | -961.2% | +36.5% |
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