+3.0%
KDP vs NTRA
+171.1%
-168.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.9% |
| 7D | -4.3% | -0.5% | -3.9% | -4.3% |
| 30D | +7.8% | +4.3% | +3.5% | +7.7% |
| 3M | -0.1% | +50.6% | -50.7% | -1.1% |
| 6M | +14.0% | +63.9% | -49.9% | +12.3% |
| YTD | +15.1% | +42.4% | -27.3% | +13.8% |
| 1Y | +18.5% | +92.1% | -73.6% | +16.0% |
| 3Y | +2.9% | +501.7% | -498.9% | -3.7% |
| 5Y | +3.0% | +171.4% | -168.5% | -0.6% |
| All | +3.0% | +171.1% | -168.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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