+43.0%
NVTS vs KEY
+132.7%
-89.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.1% |
| 7D | +2.7% | +2.2% | +0.5% | +0.9% |
| 30D | -4.5% | -3.0% | -1.4% | -1.9% |
| 3M | -61.5% | +3.3% | -64.9% | -62.6% |
| 6M | +28.0% | +9.2% | +18.8% | +19.7% |
| YTD | +65.3% | +10.6% | +54.6% | +53.4% |
| 1Y | +113.0% | +20.4% | +92.6% | +83.9% |
| All | +43.0% | +132.7% | -89.7% | -21.2% |
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