+90.4%
KRE vs NTAP
+148.4%
-58.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | +0.7% | +7.2% | -6.5% | -0.6% |
| 30D | +6.1% | -18.4% | +24.5% | +9.9% |
| 3M | -5.9% | -11.3% | +5.4% | -4.5% |
| 6M | +9.6% | +53.8% | -44.2% | -4.4% |
| YTD | +14.2% | +72.0% | -57.8% | -4.4% |
| 1Y | +22.5% | +68.0% | -45.5% | +3.2% |
| 3Y | +90.4% | +149.5% | -59.1% | +43.9% |
| All | +90.4% | +148.4% | -58.0% | +43.9% |
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