+116.0%
KRE vs NTRA
+1,711.9%
-1,595.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -3.9% | +4.3% | -8.2% | -4.4% |
| 3M | +3.6% | +50.6% | -47.0% | -1.9% |
| 6M | +15.4% | +63.9% | -48.6% | +7.6% |
| YTD | +15.2% | +42.4% | -27.1% | +9.1% |
| 1Y | +16.5% | +92.1% | -75.6% | +6.1% |
| 3Y | +85.2% | +501.7% | -416.6% | +44.3% |
| 5Y | +33.1% | +171.4% | -138.3% | +8.3% |
| 10Y | +123.1% | +3,161.4% | -3,038.3% | +25.8% |
| All | +116.0% | +1,711.9% | -1,595.9% | +22.6% |
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