-42.8%
NVTS vs KEY
+11.7%
-54.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.5% | +10.1% | +9.9% |
| 7D | +1.5% | -1.3% | +2.8% | +2.6% |
| 30D | -23.8% | +5.1% | -28.9% | -26.2% |
| 3M | -30.6% | -7.1% | -23.5% | -27.0% |
| 6M | -48.4% | -4.4% | -44.0% | -46.9% |
| YTD | +20.6% | +4.0% | +16.6% | +18.6% |
| 1Y | -2.5% | +23.4% | -26.0% | -14.0% |
| 3Y | +44.0% | +113.9% | -69.9% | -6.0% |
| All | -42.8% | +11.7% | -54.5% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling