-6.6%
KMB vs NTAP
+148.5%
-155.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | -0.8% | -2.3% | -3.0% |
| 30D | -5.5% | -0.5% | -4.9% | -5.5% |
| 3M | +14.0% | +4.1% | +9.9% | +14.2% |
| 6M | +4.1% | +88.0% | -83.9% | +3.2% |
| YTD | +8.0% | +75.6% | -67.5% | +7.2% |
| 1Y | -13.7% | +58.9% | -72.7% | -14.3% |
| All | -6.6% | +148.5% | -155.1% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling