+420.3%
NVT vs KEYS
+87.1%
+333.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.7% | +2.2% |
| 7D | +4.1% | +3.5% | +0.6% | +2.0% |
| 30D | -5.1% | -4.5% | -0.7% | -2.3% |
| 3M | -1.2% | -0.4% | -0.8% | -0.4% |
| 6M | +46.6% | +19.1% | +27.4% | +33.9% |
| YTD | +60.0% | +66.7% | -6.7% | +18.4% |
| 1Y | +70.8% | +96.5% | -25.7% | +14.4% |
| 3Y | +187.5% | +155.2% | +32.4% | +64.1% |
| All | +420.3% | +87.1% | +333.2% | +234.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling