+1,700.8%
NTRA vs KIM
+81.4%
+1,619.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +0.6% | -1.7% | +2.3% | +1.2% |
| 3M | +51.8% | -0.8% | +52.7% | +51.9% |
| 6M | +63.6% | +4.4% | +59.2% | +60.9% |
| YTD | +41.5% | +21.2% | +20.2% | +31.9% |
| 1Y | +93.6% | +10.5% | +83.1% | +86.1% |
| 3Y | +498.0% | +47.5% | +450.5% | +414.1% |
| 5Y | +172.5% | +37.1% | +135.4% | +141.3% |
| 10Y | +2,960.8% | +29.5% | +2,931.3% | +2,207.8% |
| All | +1,700.8% | +81.4% | +1,619.4% | +961.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling