-26.7%
NVTS vs KEY
+18.1%
-44.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | +9.6% | +0.5% | +9.1% | +9.7% |
| 30D | -13.0% | +6.9% | -19.8% | -16.5% |
| 3M | -28.8% | -5.0% | -23.8% | -26.1% |
| 6M | -48.5% | +0.7% | -49.2% | -48.7% |
| YTD | +31.4% | +6.5% | +24.9% | +27.5% |
| 1Y | -2.3% | +22.6% | -24.9% | -13.2% |
| 3Y | +49.8% | +125.3% | -75.5% | -4.8% |
| 5Y | -43.2% | +13.9% | -57.1% | -42.3% |
| All | -26.7% | +18.1% | -44.8% | -26.0% |
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