-6.3%
NVTS vs KEY
+20.5%
-26.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.8% |
| 7D | +9.7% | +2.7% | +7.0% | +7.7% |
| 30D | -13.6% | -3.2% | -10.4% | -11.7% |
| 3M | -51.0% | +1.0% | -51.9% | -51.3% |
| 6M | +46.3% | +11.9% | +34.5% | +36.7% |
| YTD | +68.1% | +8.7% | +59.4% | +60.5% |
| 1Y | +113.9% | +18.5% | +95.4% | +92.8% |
| 3Y | +45.3% | +124.0% | -78.7% | -8.1% |
| All | -6.3% | +20.5% | -26.8% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling