-10.8%
NVTS vs KEYS
+55.9%
-66.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.3% | +15.3% | +15.8% |
| 7D | -0.3% | -14.8% | +14.5% | +18.1% |
| 30D | -24.4% | -25.6% | +1.2% | +4.5% |
| 3M | -26.5% | -16.2% | -10.2% | -10.6% |
| 6M | -41.4% | -18.6% | -22.8% | -24.4% |
| YTD | +30.7% | +40.7% | -10.0% | +6.6% |
| 1Y | -10.8% | +59.6% | -70.4% | -33.0% |
| All | -10.8% | +55.9% | -66.7% | -33.0% |
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