+155.2%
KEYS vs NTR
+36.8%
+118.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +3.5% | -1.3% | +4.8% | +3.8% |
| 30D | -4.5% | +16.8% | -21.2% | -7.8% |
| 3M | -0.4% | +20.7% | -21.2% | -4.9% |
| 6M | +19.1% | +0.5% | +18.6% | +18.4% |
| YTD | +66.7% | +29.2% | +37.5% | +54.1% |
| 1Y | +96.5% | +39.6% | +56.9% | +76.9% |
| 3Y | +155.2% | +37.9% | +117.3% | +120.3% |
| All | +155.2% | +36.8% | +118.4% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling