+97.0%
NTRA vs KEEL
+169.0%
-72.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.3% |
| 7D | +0.6% | +7.8% | -7.2% | -0.3% |
| 30D | +19.5% | -11.7% | +31.2% | +20.7% |
| 3M | +47.8% | -41.5% | +89.2% | +53.7% |
| 6M | +61.6% | +54.9% | +6.7% | +46.8% |
| YTD | +43.3% | +47.7% | -4.4% | +29.4% |
| 1Y | +97.0% | +177.6% | -80.6% | +52.1% |
| All | +97.0% | +169.0% | -72.0% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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