+38.3%
KMB vs NTRA
+2,761.8%
-2,723.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.1% |
| 7D | +0.9% | +2.7% | -1.8% | +0.9% |
| 30D | +10.1% | -19.2% | +29.2% | +10.5% |
| 3M | 0.0% | +2.7% | -2.6% | -0.1% |
| 6M | +15.7% | +63.4% | -47.7% | +14.5% |
| YTD | +12.6% | +39.3% | -26.6% | +11.7% |
| 1Y | +10.1% | +59.0% | -48.9% | +8.9% |
| 3Y | +2.1% | +557.4% | -555.2% | -2.7% |
| 5Y | -0.7% | +177.4% | -178.0% | -4.1% |
| All | +38.3% | +2,761.8% | -2,723.5% | +17.4% |
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