+59.5%
KEY vs NTR
+98.7%
-39.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.2% |
| 7D | -1.8% | -2.5% | +0.7% | -0.6% |
| 30D | -3.3% | +17.0% | -20.3% | -11.0% |
| 3M | -0.2% | +22.2% | -22.4% | -10.8% |
| 6M | +12.1% | +5.2% | +6.9% | +6.5% |
| YTD | +8.4% | +29.7% | -21.3% | -9.3% |
| 1Y | +17.6% | +39.4% | -21.8% | -6.3% |
| 3Y | +123.3% | +38.2% | +85.1% | +72.5% |
| 5Y | +39.5% | +47.6% | -8.1% | -14.4% |
| All | +59.5% | +98.7% | -39.2% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling