+57.5%
KEY vs NTR
+81.1%
-23.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.9% | -0.3% | +3.3% | +3.1% |
| 30D | +8.4% | +2.0% | +6.5% | +7.2% |
| 3M | -5.8% | +6.4% | -12.2% | -9.4% |
| 6M | +5.4% | +1.6% | +3.8% | +3.0% |
| YTD | +7.1% | +18.2% | -11.2% | -6.5% |
| 1Y | +26.8% | +23.9% | +2.9% | +7.6% |
| 3Y | +128.7% | +44.7% | +84.0% | +69.6% |
| 5Y | +13.6% | +21.3% | -7.7% | -20.4% |
| All | +57.5% | +81.1% | -23.6% | -35.3% |
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