+99.0%
NTRA vs KIM
+33.1%
+65.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -2.9% | +0.8% |
| 7D | -7.9% | +10.6% | -18.5% | -7.7% |
| 30D | -8.1% | +17.5% | -25.6% | -8.1% |
| 3M | +42.1% | +4.7% | +37.4% | +43.2% |
| 6M | +84.8% | +13.1% | +71.7% | +82.2% |
| YTD | +70.7% | +32.1% | +38.6% | +78.9% |
| 1Y | +99.0% | +32.7% | +66.4% | +109.4% |
| All | +99.0% | +33.1% | +65.9% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling