+40.2%
KEYS vs NTRS
+37.4%
+2.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.7% | -5.1% | -6.6% |
| 7D | -21.0% | -0.9% | -20.1% | -20.4% |
| 30D | -32.8% | +1.1% | -34.0% | -33.1% |
| 3M | -22.4% | -6.6% | -15.8% | -19.0% |
| 6M | -26.8% | +7.1% | -33.8% | -29.0% |
| YTD | +28.3% | +27.4% | +0.9% | +9.9% |
| 1Y | +40.2% | +36.5% | +3.7% | +14.0% |
| All | +40.2% | +37.4% | +2.8% | +14.0% |
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