+1,057.5%
KEY vs NTRS
+7,620.4%
-6,562.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.0% |
| 7D | +2.7% | +1.7% | +1.1% | +1.4% |
| 30D | -3.2% | +0.1% | -3.4% | -3.3% |
| 3M | +1.0% | +9.8% | -8.9% | -6.4% |
| 6M | +11.9% | +34.7% | -22.8% | -12.0% |
| YTD | +8.7% | +37.4% | -28.7% | -16.1% |
| 1Y | +18.5% | +48.2% | -29.7% | -14.0% |
| 3Y | +124.0% | +163.5% | -39.5% | +3.4% |
| 5Y | +40.8% | +88.2% | -47.4% | -15.1% |
| 10Y | +167.0% | +246.8% | -79.9% | +8.9% |
| All | +1,057.5% | +7,620.4% | -6,562.9% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling