+294.5%
KEEL vs NTRS
+172.7%
+121.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.1% |
| 7D | +2.9% | +1.4% | +1.5% | +1.8% |
| 30D | +0.8% | -0.7% | +1.5% | +1.1% |
| 3M | -35.3% | +11.3% | -46.6% | -39.9% |
| 6M | +59.4% | +35.5% | +23.8% | +28.9% |
| YTD | +51.9% | +40.6% | +11.3% | +21.0% |
| 1Y | +75.0% | +49.2% | +25.8% | +35.2% |
| 3Y | +224.5% | +167.2% | +57.3% | +79.3% |
| 5Y | -35.9% | +94.9% | -130.8% | -57.8% |
| All | +294.5% | +172.7% | +121.8% | +310.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling