+155.8%
KRE vs NTAP
+628.9%
-473.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.3% | -0.8% | +2.1% | +1.6% |
| 30D | -2.7% | -0.5% | -2.1% | -2.7% |
| 3M | +8.2% | +4.1% | +4.1% | +5.3% |
| 6M | +12.8% | +88.0% | -75.1% | -16.2% |
| YTD | +17.5% | +75.6% | -58.1% | -10.7% |
| 1Y | +16.6% | +58.9% | -42.3% | -7.8% |
| 3Y | +79.5% | +153.6% | -74.1% | +11.5% |
| 5Y | +32.4% | +127.6% | -95.2% | -15.0% |
| 10Y | +124.1% | +580.4% | -456.2% | -16.2% |
| All | +155.8% | +628.9% | -473.1% | -35.9% |
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 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