I have found that if I compile NTP myself, the package ntp-keygen is missing Autokey authentication features.
The help screen of my compiled ntp is as follows:

Whereas if I just apt-get install ntp, the ntp-keygen help looks like this:

From the documentation, these features should be enabled by default. This is confirmed when I check ./configure --help:

*the + symbol means it is enabled by default
{}icon.