-59.4%
KEEL vs NTR
+37.3%
-96.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.2% | -21.6% | -21.4% |
| 7D | -28.6% | +5.4% | -34.0% | -27.5% |
| 30D | -52.4% | +1.4% | -53.9% | -52.0% |
| 3M | -58.0% | +8.7% | -66.8% | -56.9% |
| 6M | -53.3% | -4.9% | -48.3% | -52.2% |
| YTD | -29.8% | +19.8% | -49.6% | -29.4% |
| 1Y | -59.4% | +37.0% | -96.3% | -59.2% |
| All | -59.4% | +37.3% | -96.6% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling