+13.5%
KMB vs NTRA
+3,199.2%
-3,185.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | -8.8% | +4.1% | -12.9% | -8.9% |
| 3M | -2.2% | +50.0% | -52.2% | -3.0% |
| 6M | +0.7% | +67.3% | -66.6% | -0.4% |
| YTD | +1.0% | +43.6% | -42.5% | +0.2% |
| 1Y | -20.3% | +89.2% | -109.6% | -21.4% |
| 3Y | -13.3% | +502.5% | -515.8% | -17.1% |
| 5Y | -12.9% | +173.8% | -186.7% | -15.8% |
| All | +13.5% | +3,199.2% | -3,185.7% | -2.4% |
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