+252.5%
KDP vs NTRA
+1,723.2%
-1,470.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +1.3% | +0.6% | +0.7% | +1.2% |
| 30D | +6.0% | +19.5% | -13.5% | +4.6% |
| 3M | +9.2% | +47.8% | -38.6% | +6.2% |
| 6M | +14.7% | +61.6% | -46.9% | +10.5% |
| YTD | +19.2% | +43.3% | -24.1% | +15.6% |
| 1Y | +15.2% | +97.0% | -81.9% | +9.2% |
| 3Y | +6.0% | +424.9% | -418.9% | -7.8% |
| 5Y | +5.4% | +165.2% | -159.8% | -5.9% |
| 10Y | +171.9% | +3,114.3% | -2,942.4% | +97.9% |
| All | +252.5% | +1,723.2% | -1,470.8% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling