+133.4%
KR vs NTRA
+3,199.2%
-3,065.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.7% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +5.1% | +4.1% | +0.9% | +5.1% |
| 3M | -8.2% | +50.0% | -58.2% | -8.2% |
| 6M | -18.0% | +67.3% | -85.3% | -18.0% |
| YTD | -4.8% | +43.6% | -48.4% | -4.8% |
| 1Y | -11.0% | +89.2% | -100.3% | -11.2% |
| 3Y | +37.7% | +502.5% | -464.9% | +35.3% |
| 5Y | +52.8% | +173.8% | -121.0% | +50.6% |
| All | +133.4% | +3,199.2% | -3,065.8% | +101.5% |
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