+4,297.1%
KR vs NTRS
+7,800.3%
-3,503.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.5% |
| 7D | -0.2% | +1.4% | -1.5% | -0.5% |
| 30D | +5.1% | -0.7% | +5.7% | +5.2% |
| 3M | -8.2% | +11.3% | -19.5% | -10.5% |
| 6M | -18.0% | +35.5% | -53.5% | -23.9% |
| YTD | -4.8% | +40.6% | -45.4% | -12.6% |
| 1Y | -11.0% | +49.2% | -60.2% | -19.7% |
| 3Y | +37.7% | +167.2% | -129.6% | +6.0% |
| 5Y | +52.8% | +94.9% | -42.2% | +24.0% |
| 10Y | +128.8% | +259.5% | -130.7% | +49.5% |
| All | +4,297.1% | +7,800.3% | -3,503.2% | +765.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling