-9.1%
NVTS vs KEYS
+93.5%
-102.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | -0.2% |
| 7D | -1.4% | +3.5% | -4.9% | -5.1% |
| 30D | -16.5% | -4.5% | -12.0% | -11.8% |
| 3M | -47.6% | -0.4% | -47.2% | -46.2% |
| 6M | +7.3% | +19.1% | -11.8% | -5.0% |
| YTD | +62.9% | +66.7% | -3.8% | -3.9% |
| 1Y | +91.3% | +96.5% | -5.2% | -6.8% |
| 3Y | +43.4% | +155.2% | -111.8% | -48.4% |
| All | -9.1% | +93.5% | -102.6% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling