+171.4%
NTRA vs KIM
+35.1%
+136.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | -0.5% | -1.5% | +1.0% | +0.3% |
| 30D | +4.3% | -1.7% | +6.0% | +5.2% |
| 3M | +50.6% | -7.1% | +57.8% | +55.9% |
| 6M | +63.9% | +2.9% | +61.1% | +60.7% |
| YTD | +42.4% | +18.8% | +23.5% | +28.4% |
| 1Y | +92.1% | +9.4% | +82.7% | +81.0% |
| 3Y | +501.7% | +44.6% | +457.2% | +363.0% |
| 5Y | +171.4% | +37.9% | +133.5% | +125.9% |
| All | +171.4% | +35.1% | +136.4% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling