+125.3%
KEY vs NTRS
+168.2%
-42.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | -1.5% | +1.4% | -2.9% | -2.5% |
| 30D | -3.7% | -0.7% | -3.0% | -3.2% |
| 3M | -1.3% | +11.3% | -12.6% | -9.2% |
| 6M | +13.3% | +35.5% | -22.2% | -11.1% |
| YTD | +9.0% | +40.6% | -31.6% | -17.5% |
| 1Y | +18.7% | +49.2% | -30.5% | -14.6% |
| 3Y | +125.3% | +167.2% | -42.0% | -13.1% |
| All | +125.3% | +168.2% | -42.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling