+170.4%
NXT vs KEEL
+243.5%
-73.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | -0.2% | +19.3% | -19.5% | -3.0% |
| 30D | -20.0% | +9.1% | -29.1% | -21.4% |
| 3M | -30.9% | -31.5% | +0.6% | -27.9% |
| 6M | -23.8% | +75.8% | -99.7% | -31.4% |
| YTD | -5.4% | +57.9% | -63.3% | -14.5% |
| 1Y | +28.0% | +133.3% | -105.3% | +9.8% |
| 3Y | +93.3% | +204.1% | -110.8% | +45.6% |
| All | +170.4% | +243.5% | -73.1% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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