+96.0%
KEYS vs NTRS
+47.2%
+48.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.0% |
| 30D | -2.6% | +1.7% | -4.3% | -3.4% |
| 3M | -4.6% | +8.9% | -13.5% | -9.2% |
| 6M | +8.7% | +30.6% | -21.8% | -8.0% |
| YTD | +61.0% | +38.7% | +22.3% | +30.0% |
| 1Y | +96.0% | +48.1% | +47.9% | +51.4% |
| All | +96.0% | +47.2% | +48.8% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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