-59.4%
KEEL vs NTRS
+37.4%
-96.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -3.7% | -17.7% | -16.9% |
| 7D | -28.6% | -0.9% | -27.7% | -26.8% |
| 30D | -52.4% | +1.1% | -53.6% | -52.2% |
| 3M | -58.0% | -6.6% | -51.4% | -54.4% |
| 6M | -53.3% | +7.1% | -60.3% | -56.3% |
| YTD | -29.8% | +27.4% | -57.2% | -51.0% |
| 1Y | -59.4% | +36.5% | -95.9% | -74.0% |
| All | -59.4% | +37.4% | -96.8% | -74.0% |
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