+118.6%
KEY vs NTRA
+1,694.1%
-1,575.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +1.8% | -11.2% | +13.0% | +3.3% |
| 30D | +7.1% | -18.4% | +25.5% | +10.0% |
| 3M | -5.9% | +2.2% | -8.1% | -6.7% |
| 6M | +2.2% | +58.1% | -55.9% | -5.6% |
| YTD | +6.4% | +41.0% | -34.6% | -0.7% |
| 1Y | +24.8% | +54.1% | -29.4% | +14.8% |
| 3Y | +125.2% | +590.9% | -465.7% | +63.3% |
| 5Y | +13.0% | +180.7% | -167.8% | -12.2% |
| 10Y | +98.5% | +2,796.3% | -2,697.9% | +0.7% |
| All | +118.6% | +1,694.1% | -1,575.5% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling