+38.8%
KEY vs NTR
+55.5%
-16.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.3% | +0.5% | -0.9% | -0.5% |
| 30D | -3.3% | +21.7% | -25.0% | -8.6% |
| 3M | -0.7% | +22.8% | -23.5% | -6.7% |
| 6M | +12.5% | +8.2% | +4.3% | +8.8% |
| YTD | +8.4% | +32.9% | -24.5% | -2.6% |
| 1Y | +18.4% | +45.3% | -26.9% | +2.8% |
| 3Y | +123.3% | +41.7% | +81.7% | +91.8% |
| 5Y | +38.8% | +49.8% | -11.0% | +2.6% |
| All | +38.8% | +55.5% | -16.7% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling