+180.7%
NVT vs KEY
+121.2%
+59.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +7.0% | -0.3% | +7.3% | +7.1% |
| 30D | -2.3% | -3.3% | +0.9% | -0.6% |
| 3M | -3.1% | -0.7% | -2.4% | -2.8% |
| 6M | +47.0% | +12.5% | +34.5% | +37.7% |
| YTD | +56.2% | +8.4% | +47.8% | +48.9% |
| 1Y | +74.5% | +18.4% | +56.1% | +58.2% |
| All | +180.7% | +121.2% | +59.6% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling