+39.5%
KEY vs NTRA
+171.1%
-131.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| 3M | -0.2% | +50.6% | -50.8% | -5.8% |
| 6M | +12.1% | +63.9% | -51.8% | +4.1% |
| YTD | +8.4% | +42.4% | -34.0% | +2.3% |
| 1Y | +17.6% | +92.1% | -74.4% | +6.4% |
| 3Y | +123.3% | +501.7% | -378.4% | +73.2% |
| 5Y | +39.5% | +171.4% | -131.9% | +9.0% |
| All | +39.5% | +171.1% | -131.6% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling