-7.8%
NVTS vs KEY
+22.7%
-30.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.1% |
| 7D | +2.7% | +2.2% | +0.5% | +1.3% |
| 30D | -4.5% | -3.0% | -1.4% | -2.4% |
| 3M | -61.5% | +3.3% | -64.9% | -62.3% |
| 6M | +28.0% | +9.2% | +18.8% | +21.6% |
| YTD | +65.3% | +10.6% | +54.6% | +56.1% |
| 1Y | +113.0% | +20.4% | +92.6% | +90.0% |
| 3Y | +34.7% | +121.8% | -87.1% | -14.6% |
| All | -7.8% | +22.7% | -30.5% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling