+672.6%
KEYS vs NTR
+98.7%
+573.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.9% |
| 7D | +0.9% | -2.5% | +3.4% | +1.6% |
| 30D | -5.3% | +17.0% | -22.3% | -9.5% |
| 3M | +0.5% | +22.2% | -21.7% | -5.5% |
| 6M | +14.0% | +5.2% | +8.9% | +11.2% |
| YTD | +60.3% | +29.7% | +30.6% | +46.5% |
| 1Y | +91.3% | +39.4% | +51.9% | +70.4% |
| 3Y | +146.1% | +38.2% | +108.0% | +115.9% |
| 5Y | +80.8% | +47.6% | +33.2% | +42.5% |
| All | +672.6% | +98.7% | +573.9% | +409.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling