+83.8%
KRE vs NTAP
+583.1%
-499.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.2% |
| 7D | +0.7% | +7.2% | -6.5% | -1.9% |
| 30D | +6.1% | -18.4% | +24.5% | +13.5% |
| 3M | -5.9% | -11.3% | +5.4% | -3.3% |
| 6M | +9.6% | +53.8% | -44.2% | -12.6% |
| YTD | +14.2% | +72.0% | -57.8% | -14.2% |
| 1Y | +22.5% | +68.0% | -45.5% | -7.1% |
| 3Y | +90.4% | +149.5% | -59.1% | +14.6% |
| 5Y | +11.9% | +125.6% | -113.7% | -30.7% |
| All | +83.8% | +583.1% | -499.3% | -30.1% |
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 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