+13.0%
KEY vs NTRA
+185.4%
-172.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +1.8% | -11.2% | +13.0% | +3.1% |
| 30D | +7.1% | -18.4% | +25.5% | +9.6% |
| 3M | -5.9% | +2.2% | -8.1% | -6.7% |
| 6M | +2.2% | +58.1% | -55.9% | -4.8% |
| YTD | +6.4% | +41.0% | -34.6% | 0.0% |
| 1Y | +24.8% | +54.1% | -29.4% | +15.7% |
| 3Y | +125.2% | +590.9% | -465.7% | +71.4% |
| 5Y | +13.0% | +180.7% | -167.8% | -13.5% |
| All | +13.0% | +185.4% | -172.4% | -13.5% |
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