+179.8%
KDP vs NTAP
+581.2%
-401.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.3% |
| 7D | -1.6% | +2.2% | -3.8% | -1.7% |
| 30D | +9.5% | -7.0% | +16.5% | +10.1% |
| 3M | +2.6% | +12.3% | -9.7% | +1.6% |
| 6M | +15.6% | +85.1% | -69.5% | +9.3% |
| YTD | +17.3% | +74.8% | -57.4% | +11.3% |
| 1Y | +20.1% | +52.7% | -32.6% | +15.2% |
| 3Y | +4.9% | +147.7% | -142.7% | -5.6% |
| 5Y | +5.0% | +124.8% | -119.8% | -5.4% |
| 10Y | +179.8% | +589.7% | -409.9% | +118.1% |
| All | +179.8% | +581.2% | -401.4% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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