+121.9%
KRE vs NTAP
+650.8%
-528.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.4% | -3.2% |
| 7D | -1.8% | +7.4% | -9.2% | -4.7% |
| 30D | -4.5% | -1.4% | -3.1% | -4.3% |
| 3M | +2.7% | +24.6% | -21.8% | -6.8% |
| 6M | +16.9% | +105.9% | -89.0% | -16.6% |
| YTD | +15.4% | +88.5% | -73.2% | -15.0% |
| 1Y | +16.1% | +62.1% | -46.0% | -8.8% |
| 3Y | +85.7% | +169.1% | -83.3% | +10.5% |
| 5Y | +33.3% | +141.9% | -108.6% | -18.4% |
| All | +121.9% | +650.8% | -528.9% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling