+155.2%
KEYS vs NTRA
+507.7%
-352.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.8% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -4.5% | +4.1% | -8.6% | -5.3% |
| 3M | -0.4% | +50.0% | -50.4% | -9.6% |
| 6M | +19.1% | +67.3% | -48.2% | +4.2% |
| YTD | +66.7% | +43.6% | +23.1% | +51.0% |
| 1Y | +96.5% | +89.2% | +7.2% | +65.7% |
| 3Y | +155.2% | +502.5% | -347.4% | +65.6% |
| All | +155.2% | +507.7% | -352.5% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling