+1,314.5%
KDP vs NTAP
+842.9%
+471.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +8.2% | -7.8% | +16.0% | +9.1% |
| 30D | +18.4% | -25.8% | +44.1% | +22.2% |
| 3M | +29.2% | -11.2% | +40.5% | +30.3% |
| 6M | +32.3% | +49.9% | -17.7% | +23.6% |
| YTD | +38.5% | +66.9% | -28.4% | +27.0% |
| 1Y | +48.5% | +58.8% | -10.3% | +37.1% |
| 3Y | +32.5% | +140.8% | -108.4% | +12.7% |
| 5Y | +19.7% | +115.0% | -95.3% | +2.5% |
| 10Y | +256.4% | +570.8% | -314.4% | +140.0% |
| All | +1,314.5% | +842.9% | +471.6% | +656.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling