-16.6%
KMB vs NTAP
+61.9%
-78.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.8% |
| 7D | -2.7% | +3.3% | -6.0% | -2.5% |
| 30D | -5.0% | -0.2% | -4.8% | -5.0% |
| 3M | +6.6% | +11.4% | -4.8% | +7.4% |
| 6M | +1.0% | +88.7% | -87.7% | +0.2% |
| YTD | +6.0% | +78.9% | -73.0% | +5.0% |
| 1Y | -16.6% | +58.8% | -75.4% | -17.2% |
| All | -16.6% | +61.9% | -78.6% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling