+1,098.7%
KEYS vs NTRS
+303.6%
+795.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | +3.5% | +1.4% | +2.1% | +2.8% |
| 30D | -4.5% | -0.7% | -3.8% | -4.2% |
| 3M | -0.4% | +11.3% | -11.7% | -5.5% |
| 6M | +19.1% | +35.5% | -16.4% | +2.6% |
| YTD | +66.7% | +40.6% | +26.1% | +40.7% |
| 1Y | +96.5% | +49.2% | +47.3% | +61.2% |
| 3Y | +155.2% | +167.2% | -12.1% | +56.7% |
| 5Y | +88.0% | +94.9% | -7.0% | +30.1% |
| 10Y | +1,046.8% | +259.5% | +787.3% | +448.0% |
| All | +1,098.7% | +303.6% | +795.1% | +452.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling