-43.7%
KHC vs NTRA
+1,401.4%
-1,445.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | -4.8% | +1.6% | -6.4% | -4.8% |
| 30D | +0.3% | +3.8% | -3.5% | +0.2% |
| 3M | +6.7% | +48.2% | -41.5% | +5.8% |
| 6M | +4.2% | +61.0% | -56.8% | +3.1% |
| YTD | +6.7% | +44.2% | -37.4% | +5.8% |
| 1Y | -1.4% | +87.3% | -88.7% | -2.9% |
| 3Y | -11.8% | +509.4% | -521.2% | -16.0% |
| 5Y | -13.4% | +175.1% | -188.5% | -16.5% |
| 10Y | -54.3% | +3,203.1% | -3,257.4% | -59.4% |
| All | -43.7% | +1,401.4% | -1,445.1% | -45.1% |
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 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