+177.6%
KEEL vs NTRS
+47.2%
+130.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.5% |
| 7D | +7.8% | +0.4% | +7.4% | +7.4% |
| 30D | -11.7% | +1.7% | -13.4% | -13.8% |
| 3M | -41.5% | +8.9% | -50.3% | -47.5% |
| 6M | +54.9% | +30.6% | +24.3% | +4.0% |
| YTD | +47.7% | +38.7% | +9.0% | -10.9% |
| 1Y | +177.6% | +48.1% | +129.5% | +52.8% |
| All | +177.6% | +47.2% | +130.4% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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