+154.0%
KMI vs NTAP
+122.8%
+31.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.4% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | -1.7% | -7.5% | +5.8% | -0.6% |
| 3M | -1.9% | +14.6% | -16.5% | -3.9% |
| 6M | -4.3% | +91.0% | -95.3% | -15.1% |
| YTD | +15.8% | +73.7% | -57.9% | +4.2% |
| 1Y | +17.6% | +51.2% | -33.6% | +8.7% |
| 3Y | +113.1% | +146.1% | -33.0% | +68.8% |
| 5Y | +154.0% | +122.8% | +31.1% | +98.8% |
| All | +154.0% | +122.8% | +31.2% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling