+167.1%
NXT vs KEYS
+77.9%
+89.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.4% |
| 7D | -2.6% | +0.9% | -3.5% | -3.1% |
| 30D | -22.4% | -5.3% | -17.2% | -20.2% |
| 3M | -27.3% | +0.5% | -27.8% | -27.4% |
| 6M | -28.5% | +14.0% | -42.5% | -32.4% |
| YTD | -6.6% | +60.3% | -66.9% | -26.3% |
| 1Y | +20.4% | +91.3% | -71.0% | -12.8% |
| 3Y | +90.9% | +146.1% | -55.2% | +19.9% |
| All | +167.1% | +77.9% | +89.2% | +78.7% |
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