+44.0%
NVTS vs KEY
+106.2%
-62.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.5% | +10.1% | +10.0% |
| 7D | +1.5% | -1.3% | +2.8% | +2.9% |
| 30D | -23.8% | +5.1% | -28.9% | -26.9% |
| 3M | -30.6% | -7.1% | -23.5% | -26.0% |
| 6M | -48.4% | -4.4% | -44.0% | -46.5% |
| YTD | +20.6% | +4.0% | +16.6% | +17.6% |
| 1Y | -2.5% | +23.4% | -26.0% | -17.4% |
| 3Y | +44.0% | +113.9% | -69.9% | -14.6% |
| All | +44.0% | +106.2% | -62.2% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling