+43.4%
NVTS vs KEEL
+197.5%
-154.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.5% | +2.9% |
| 7D | -1.4% | +2.9% | -4.3% | -2.6% |
| 30D | -16.5% | +0.8% | -17.4% | -17.3% |
| 3M | -47.6% | -35.3% | -12.3% | -39.4% |
| 6M | +7.3% | +59.4% | -52.1% | -10.1% |
| YTD | +62.9% | +51.9% | +11.0% | +39.0% |
| 1Y | +91.3% | +75.0% | +16.3% | +59.2% |
| 3Y | +43.4% | +224.5% | -181.1% | -6.0% |
| All | +43.4% | +197.5% | -154.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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