+37.7%
KR vs NTRA
+507.7%
-470.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +5.1% | +4.1% | +0.9% | +5.3% |
| 3M | -8.2% | +50.0% | -58.2% | -6.1% |
| 6M | -18.0% | +67.3% | -85.3% | -15.5% |
| YTD | -4.8% | +43.6% | -48.4% | -2.4% |
| 1Y | -11.0% | +89.2% | -100.3% | -8.3% |
| 3Y | +37.7% | +502.5% | -464.9% | +30.1% |
| All | +37.7% | +507.7% | -470.0% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling