+172.1%
NXT vs KEYS
+85.0%
+87.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | -0.3% |
| 7D | -1.9% | +3.5% | -5.4% | -3.7% |
| 30D | -20.0% | -4.5% | -15.6% | -18.1% |
| 3M | -30.7% | -0.4% | -30.3% | -30.6% |
| 6M | -29.0% | +19.1% | -48.1% | -34.4% |
| YTD | -4.8% | +66.7% | -71.5% | -26.5% |
| 1Y | +22.8% | +96.5% | -73.7% | -12.4% |
| 3Y | +93.9% | +155.2% | -61.2% | +19.3% |
| All | +172.1% | +85.0% | +87.2% | +78.2% |
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