-35.3%
KEEL vs NTR
+45.7%
-81.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +3.9% |
| 7D | +2.9% | -1.3% | +4.2% | +3.5% |
| 30D | +0.8% | +16.8% | -15.9% | -5.6% |
| 3M | -35.3% | +20.7% | -56.1% | -41.2% |
| 6M | +59.4% | +0.5% | +58.8% | +55.6% |
| YTD | +51.9% | +29.2% | +22.7% | +30.2% |
| 1Y | +75.0% | +39.6% | +35.4% | +43.8% |
| 3Y | +224.5% | +37.9% | +186.7% | +163.2% |
| All | -35.3% | +45.7% | -81.0% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling