+39.5%
KEY vs NTRS
+88.8%
-49.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -1.1% |
| 7D | -1.8% | +0.3% | -2.1% | -2.0% |
| 30D | -3.3% | +0.2% | -3.5% | -3.5% |
| 3M | -0.2% | +13.2% | -13.4% | -10.5% |
| 6M | +12.1% | +36.9% | -24.8% | -15.4% |
| YTD | +8.4% | +39.1% | -30.7% | -19.8% |
| 1Y | +17.6% | +50.4% | -32.8% | -19.0% |
| 3Y | +123.3% | +166.8% | -43.5% | -10.8% |
| 5Y | +39.5% | +92.9% | -53.4% | -26.9% |
| All | +39.5% | +88.8% | -49.2% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling