+42.9%
KMI vs NTRA
+1,727.4%
-1,684.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -2.7% | +4.1% | -6.8% | -3.2% |
| 3M | -0.7% | +50.0% | -50.7% | -5.6% |
| 6M | -5.0% | +67.3% | -72.3% | -11.3% |
| YTD | +15.5% | +43.6% | -28.1% | +9.4% |
| 1Y | +16.4% | +89.2% | -72.8% | +6.6% |
| 3Y | +114.2% | +502.5% | -388.4% | +67.0% |
| 5Y | +153.3% | +173.8% | -20.5% | +106.9% |
| 10Y | +132.4% | +3,189.3% | -3,056.9% | +29.1% |
| All | +42.9% | +1,727.4% | -1,684.5% | -20.1% |
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