+294.5%
KEEL vs NTR
+99.7%
+194.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | -35.3% | +20.7% | -56.1% | -40.9% |
| 6M | +59.4% | +0.5% | +58.8% | +55.5% |
| YTD | +51.9% | +29.2% | +22.7% | +32.1% |
| 1Y | +75.0% | +39.6% | +35.4% | +46.7% |
| 3Y | +224.5% | +37.9% | +186.7% | +169.7% |
| 5Y | -35.9% | +47.1% | -83.0% | -49.1% |
| All | +294.5% | +99.7% | +194.8% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling