-11.0%
KR vs NTAP
+63.1%
-74.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.5% | -5.8% | +3.0% |
| 7D | -0.2% | +7.4% | -7.5% | 0.0% |
| 30D | +5.1% | -1.4% | +6.4% | +4.9% |
| 3M | -8.2% | +24.6% | -32.7% | -6.9% |
| 6M | -18.0% | +105.9% | -123.9% | -15.6% |
| YTD | -4.8% | +88.5% | -93.3% | -3.0% |
| 1Y | -11.0% | +62.1% | -73.1% | -12.1% |
| All | -11.0% | +63.1% | -74.2% | -12.1% |
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