+62.8%
KEY vs NTR
+100.5%
-37.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +1.1% |
| 7D | +2.2% | +8.1% | -5.9% | -1.9% |
| 30D | -3.0% | +18.8% | -21.8% | -11.5% |
| 3M | +3.3% | +16.2% | -12.9% | -5.2% |
| 6M | +9.2% | +9.8% | -0.6% | +1.3% |
| YTD | +10.6% | +30.9% | -20.2% | -7.8% |
| 1Y | +20.4% | +41.8% | -21.4% | -4.9% |
| 3Y | +121.8% | +35.8% | +86.1% | +73.5% |
| 5Y | +41.1% | +51.0% | -9.9% | -14.9% |
| All | +62.8% | +100.5% | -37.7% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling