+111.8%
KMI vs NTAP
+320.0%
-208.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | +0.9% | -0.5% | +1.4% | +1.0% |
| 3M | 0.0% | +4.1% | -4.1% | -1.6% |
| 6M | -5.7% | +88.0% | -93.7% | -21.7% |
| YTD | +17.5% | +75.6% | -58.1% | -1.1% |
| 1Y | +22.3% | +58.9% | -36.6% | +5.4% |
| 3Y | +111.9% | +153.6% | -41.6% | +53.8% |
| 5Y | +151.8% | +127.6% | +24.2% | +85.2% |
| 10Y | +138.7% | +580.4% | -441.7% | +18.2% |
| All | +111.8% | +320.0% | -208.2% | +5.5% |
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