+208.7%
NXPI vs KEY
+109.2%
+99.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +15.0% | +6.9% | +8.1% | +11.7% |
| 3M | +12.6% | -5.0% | +17.6% | +15.3% |
| 6M | -10.6% | +0.7% | -11.3% | -11.0% |
| YTD | +22.1% | +6.5% | +15.6% | +18.1% |
| 1Y | +29.8% | +22.6% | +7.1% | +17.7% |
| 3Y | +47.8% | +125.3% | -77.6% | +1.2% |
| 5Y | +33.9% | +13.9% | +19.9% | +18.2% |
| 10Y | +208.7% | +105.3% | +103.4% | +91.7% |
| All | +208.7% | +109.2% | +99.5% | +91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling