-13.6%
KHC vs NTRA
+171.1%
-184.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -2.5% | -0.5% | -2.1% | -2.5% |
| 30D | +0.5% | +4.3% | -3.8% | +0.5% |
| 3M | +3.0% | +50.6% | -47.6% | +3.3% |
| 6M | +6.6% | +63.9% | -57.3% | +6.9% |
| YTD | +5.8% | +42.4% | -36.6% | +6.0% |
| 1Y | -2.2% | +92.1% | -94.3% | -2.0% |
| 3Y | -12.5% | +501.7% | -514.3% | -13.1% |
| 5Y | -13.6% | +171.4% | -185.0% | -14.8% |
| All | -13.6% | +171.1% | -184.7% | -14.8% |
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 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