-12.9%
NVTS vs KEEL
-39.6%
+26.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.3% | +3.4% | -1.2% |
| 7D | +0.5% | +2.7% | -2.2% | -0.6% |
| 30D | -18.0% | +4.6% | -22.6% | -19.9% |
| 3M | -45.6% | -34.5% | -11.1% | -37.3% |
| 6M | +28.5% | +59.3% | -30.8% | +7.1% |
| YTD | +56.2% | +46.4% | +9.8% | +34.3% |
| 1Y | +97.7% | +96.6% | +1.1% | +52.8% |
| 3Y | +35.0% | +182.0% | -147.0% | -28.3% |
| All | -12.9% | -39.6% | +26.8% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling