+14.7%
KMB vs NTAP
+581.2%
-566.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.9% |
| 7D | -8.6% | +2.2% | -10.8% | -8.8% |
| 30D | -7.5% | -7.0% | -0.5% | -7.0% |
| 3M | -0.6% | +12.3% | -12.9% | -1.8% |
| 6M | -1.5% | +85.1% | -86.7% | -7.9% |
| YTD | +1.6% | +74.8% | -73.2% | -4.6% |
| 1Y | -20.8% | +52.7% | -73.5% | -24.6% |
| 3Y | -12.4% | +147.7% | -160.0% | -22.5% |
| 5Y | -12.9% | +124.8% | -137.7% | -22.9% |
| 10Y | +14.7% | +589.7% | -575.0% | -20.5% |
| All | +14.7% | +581.2% | -566.4% | -20.5% |
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