+3,059.8%
NTRA vs KIM
+32.5%
+3,027.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.2% | -1.7% | +2.0% | +0.8% |
| 30D | +4.1% | -3.0% | +7.1% | +5.2% |
| 3M | +50.0% | -8.9% | +58.9% | +54.7% |
| 6M | +67.3% | +2.4% | +64.9% | +65.6% |
| YTD | +43.6% | +18.3% | +25.2% | +34.5% |
| 1Y | +89.2% | +8.2% | +81.1% | +82.8% |
| 3Y | +502.5% | +44.0% | +458.5% | +418.0% |
| 5Y | +173.8% | +37.3% | +136.4% | +140.9% |
| All | +3,059.8% | +32.5% | +3,027.2% | +2,337.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling