+1,825.8%
KR vs NTAP
+23,312.9%
-21,487.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | -3.1% | +2.2% | -5.3% | -3.2% |
| 30D | +0.6% | -7.0% | +7.6% | +1.0% |
| 3M | -9.8% | +12.3% | -22.1% | -10.5% |
| 6M | -22.1% | +85.1% | -107.3% | -25.4% |
| YTD | -8.1% | +74.8% | -82.9% | -11.7% |
| 1Y | -14.7% | +52.7% | -67.3% | -17.4% |
| 3Y | +28.6% | +147.7% | -119.1% | +19.6% |
| 5Y | +36.4% | +124.8% | -88.4% | +27.0% |
| 10Y | +120.8% | +589.7% | -468.9% | +88.5% |
| All | +1,825.8% | +23,312.9% | -21,487.1% | +1,000.6% |
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