+41.5%
KMB vs NTRA
+1,700.8%
-1,659.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | -2.7% | +1.1% | -3.8% | -2.7% |
| 30D | -5.0% | +0.6% | -5.7% | -5.0% |
| 3M | +6.6% | +51.8% | -45.3% | +5.7% |
| 6M | +1.0% | +63.6% | -62.6% | 0.0% |
| YTD | +6.0% | +41.5% | -35.5% | +5.1% |
| 1Y | -16.6% | +93.6% | -110.3% | -17.8% |
| 3Y | -8.6% | +498.0% | -506.7% | -12.4% |
| 5Y | -10.9% | +172.5% | -183.3% | -13.7% |
| 10Y | +16.8% | +2,960.8% | -2,944.0% | +3.5% |
| All | +41.5% | +1,700.8% | -1,659.2% | +25.9% |
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