+113.0%
NVTS vs KEYS
+98.0%
+15.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +4.7% |
| 7D | +2.7% | +2.3% | +0.4% | +0.3% |
| 30D | -4.5% | -2.6% | -1.8% | -1.1% |
| 3M | -61.5% | -4.6% | -56.9% | -58.4% |
| 6M | +28.0% | +8.7% | +19.2% | +28.3% |
| YTD | +65.3% | +61.0% | +4.2% | +17.0% |
| 1Y | +113.0% | +96.0% | +17.0% | +26.4% |
| All | +113.0% | +98.0% | +15.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling