+128.5%
KEY vs NTR
+48.4%
+80.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | +6.7% | +5.4% | +1.4% | +5.7% |
| 3M | -4.6% | +7.3% | -11.9% | -6.0% |
| 6M | +2.6% | +2.2% | +0.4% | +1.9% |
| YTD | +7.0% | +18.9% | -11.9% | +0.4% |
| 1Y | +23.5% | +23.7% | -0.2% | +14.4% |
| All | +128.5% | +48.4% | +80.0% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling