+501.5%
NVT vs KEY
+56.3%
+445.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +8.0% | +2.9% | +5.0% | +6.4% |
| 30D | -24.8% | +8.4% | -33.2% | -28.1% |
| 3M | -32.4% | -5.8% | -26.7% | -30.4% |
| 6M | -33.5% | +5.4% | -38.9% | -35.7% |
| YTD | +13.2% | +7.1% | +6.1% | +8.3% |
| 1Y | +9.0% | +26.8% | -17.8% | -5.1% |
| 3Y | +129.4% | +128.7% | +0.7% | +41.5% |
| 5Y | +230.1% | +13.6% | +216.4% | +179.7% |
| All | +501.5% | +56.3% | +445.2% | +268.3% |
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 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