+161.6%
KEY vs NTRA
+3,171.2%
-3,009.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -3.3% | +4.3% | -7.6% | -4.0% |
| 3M | -0.2% | +50.6% | -50.8% | -6.9% |
| 6M | +12.1% | +63.9% | -51.8% | +2.6% |
| YTD | +8.4% | +42.4% | -34.0% | +1.1% |
| 1Y | +17.6% | +92.1% | -74.4% | +4.5% |
| 3Y | +123.3% | +501.7% | -378.4% | +62.5% |
| 5Y | +39.5% | +171.4% | -131.9% | +8.2% |
| All | +161.6% | +3,171.2% | -3,009.6% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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