-33.9%
KWEB vs NTAP
+66.6%
-100.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.5% |
| 7D | +5.8% | -16.1% | +21.9% | +6.7% |
| 30D | -1.0% | -15.9% | +15.0% | -0.1% |
| 3M | -15.8% | -1.2% | -14.6% | -16.1% |
| 6M | -14.9% | +70.1% | -85.0% | -21.7% |
| YTD | -28.6% | +77.9% | -106.5% | -34.8% |
| 1Y | -33.9% | +68.1% | -102.1% | -38.7% |
| All | -33.9% | +66.6% | -100.5% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling