+37.7%
KR vs NTRS
+168.2%
-130.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.7% |
| 7D | -0.2% | +1.4% | -1.5% | -0.1% |
| 30D | +5.1% | -0.7% | +5.7% | +5.0% |
| 3M | -8.2% | +11.3% | -19.5% | -7.9% |
| 6M | -18.0% | +35.5% | -53.5% | -17.4% |
| YTD | -4.8% | +40.6% | -45.4% | -4.1% |
| 1Y | -11.0% | +49.2% | -60.2% | -10.6% |
| 3Y | +37.7% | +167.2% | -129.6% | +30.1% |
| All | +37.7% | +168.2% | -130.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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