+84.6%
KRE vs NTAP
+146.1%
-61.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.6% |
| 7D | -1.1% | +2.2% | -3.3% | -1.6% |
| 30D | -3.4% | -7.0% | +3.6% | -1.8% |
| 3M | +3.7% | +12.3% | -8.6% | +0.6% |
| 6M | +14.8% | +85.1% | -70.4% | -5.3% |
| YTD | +14.7% | +74.8% | -60.1% | -3.9% |
| 1Y | +16.0% | +52.7% | -36.7% | +1.5% |
| All | +84.6% | +146.1% | -61.5% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling