+90.1%
KEYS vs NTRS
+93.2%
-3.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.4% |
| 7D | +3.5% | +1.4% | +2.1% | +2.8% |
| 30D | -4.5% | -0.7% | -3.8% | -4.1% |
| 3M | -0.4% | +11.3% | -11.7% | -5.8% |
| 6M | +19.1% | +35.5% | -16.4% | +1.8% |
| YTD | +66.7% | +40.6% | +26.1% | +39.4% |
| 1Y | +96.5% | +49.2% | +47.3% | +59.5% |
| 3Y | +155.2% | +167.2% | -12.1% | +54.1% |
| All | +90.1% | +93.2% | -3.1% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling