+179.4%
KNX vs NTRA
+1,727.4%
-1,548.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -4.4% | +4.1% | -8.5% | -4.7% |
| 3M | -17.3% | +50.0% | -67.4% | -20.2% |
| 6M | +22.6% | +67.3% | -44.7% | +17.0% |
| YTD | +31.1% | +43.6% | -12.4% | +26.5% |
| 1Y | +60.2% | +89.2% | -29.0% | +51.1% |
| 3Y | +35.8% | +502.5% | -466.8% | +17.0% |
| 5Y | +38.9% | +173.8% | -134.9% | +21.9% |
| 10Y | +166.5% | +3,189.3% | -3,022.8% | +93.7% |
| All | +179.4% | +1,727.4% | -1,548.0% | +108.2% |
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