+52.0%
KR vs NTAP
+140.4%
-88.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.5% | -5.8% | +2.7% |
| 7D | -0.2% | +7.4% | -7.5% | -0.2% |
| 30D | +5.1% | -1.4% | +6.4% | +5.0% |
| 3M | -8.2% | +24.6% | -32.7% | -8.0% |
| 6M | -18.0% | +105.9% | -123.9% | -18.1% |
| YTD | -4.8% | +88.5% | -93.3% | -4.9% |
| 1Y | -11.0% | +62.1% | -73.1% | -11.0% |
| 3Y | +37.7% | +169.1% | -131.4% | +32.9% |
| All | +52.0% | +140.4% | -88.4% | +43.0% |
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