+238.3%
NVT vs KEY
+14.6%
+223.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.6% |
| 7D | +3.5% | -0.5% | +4.0% | +3.9% |
| 30D | -28.2% | +6.7% | -34.9% | -30.1% |
| 3M | -30.1% | -4.6% | -25.4% | -28.7% |
| 6M | -32.5% | +2.6% | -35.1% | -33.4% |
| YTD | +15.2% | +7.0% | +8.2% | +11.6% |
| 1Y | +7.2% | +23.5% | -16.3% | -2.3% |
| 3Y | +134.2% | +126.4% | +7.8% | +70.5% |
| 5Y | +238.3% | +13.0% | +225.3% | +217.1% |
| All | +238.3% | +14.6% | +223.7% | +217.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling