+96.0%
KEYS vs NTR
+43.1%
+52.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +2.3% | +8.1% | -5.8% | +1.7% |
| 30D | -2.6% | +18.8% | -21.4% | -3.9% |
| 3M | -4.6% | +16.2% | -20.9% | -5.8% |
| 6M | +8.7% | +9.8% | -1.0% | +7.2% |
| YTD | +61.0% | +30.9% | +30.2% | +55.7% |
| 1Y | +96.0% | +41.8% | +54.2% | +88.0% |
| All | +96.0% | +43.1% | +52.9% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling