-55.6%
KHC vs NTRA
+3,199.2%
-3,254.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +1.9% | +4.1% | -2.2% | +1.8% |
| 3M | +3.2% | +50.0% | -46.8% | +2.3% |
| 6M | +10.0% | +67.3% | -57.3% | +8.6% |
| YTD | +6.7% | +43.6% | -36.9% | +5.7% |
| 1Y | -0.9% | +89.2% | -90.1% | -2.5% |
| 3Y | -13.6% | +502.5% | -516.1% | -18.1% |
| 5Y | -12.8% | +173.8% | -186.6% | -16.2% |
| All | -55.6% | +3,199.2% | -3,254.8% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling