+239.3%
KDP vs NTAP
+608.6%
-369.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | +0.6% |
| 7D | +0.3% | -5.0% | +5.3% | +0.6% |
| 30D | +16.3% | -25.8% | +42.1% | +18.3% |
| 3M | +24.0% | -6.9% | +30.9% | +24.0% |
| 6M | +30.0% | +50.0% | -20.0% | +24.6% |
| YTD | +36.1% | +66.9% | -30.9% | +29.0% |
| 1Y | +46.8% | +58.3% | -11.4% | +39.8% |
| 3Y | +30.5% | +145.1% | -114.7% | +17.0% |
| 5Y | +17.9% | +114.2% | -96.3% | +6.3% |
| 10Y | +239.3% | +576.6% | -337.3% | +169.1% |
| All | +239.3% | +608.6% | -369.3% | +169.1% |
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