+20.6%
NXPI vs KEYS
+87.1%
-66.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.0% | +0.5% | +1.6% |
| 7D | +3.9% | +3.5% | +0.4% | +1.2% |
| 30D | +1.4% | -4.5% | +5.8% | +4.4% |
| 3M | -21.5% | -0.4% | -21.1% | -21.9% |
| 6M | +19.4% | +19.1% | +0.3% | +4.4% |
| YTD | +9.9% | +66.7% | -56.7% | -28.6% |
| 1Y | +7.9% | +96.5% | -88.6% | -39.4% |
| 3Y | +22.7% | +155.2% | -132.5% | -45.9% |
| All | +20.6% | +87.1% | -66.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling