+1,018.0%
KEYS vs NTRA
+3,199.2%
-2,181.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.9% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | -4.5% | +4.1% | -8.6% | -5.1% |
| 3M | -0.4% | +50.0% | -50.4% | -7.3% |
| 6M | +19.1% | +67.3% | -48.2% | +8.2% |
| YTD | +66.7% | +43.6% | +23.1% | +54.9% |
| 1Y | +96.5% | +89.2% | +7.2% | +74.4% |
| 3Y | +155.2% | +502.5% | -347.4% | +85.8% |
| 5Y | +88.0% | +173.8% | -85.8% | +44.7% |
| All | +1,018.0% | +3,199.2% | -2,181.2% | +464.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling