+266.2%
KDP vs NTAP
+589.7%
-323.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.5% |
| 7D | +4.0% | -2.4% | +6.4% | +4.1% |
| 30D | +16.8% | -23.4% | +40.2% | +18.6% |
| 3M | +32.0% | -7.5% | +39.6% | +32.2% |
| 6M | +35.2% | +56.4% | -21.2% | +29.2% |
| YTD | +40.9% | +73.6% | -32.7% | +33.2% |
| 1Y | +47.7% | +68.4% | -20.7% | +39.9% |
| 3Y | +34.8% | +150.6% | -115.8% | +20.7% |
| 5Y | +22.6% | +122.5% | -99.8% | +10.2% |
| All | +266.2% | +589.7% | -323.6% | +187.5% |
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