-1.9%
KWEB vs NTAP
+165.5%
-167.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.5% | -7.9% | -0.7% |
| 7D | -5.6% | +7.4% | -12.9% | -6.7% |
| 30D | -10.7% | -1.4% | -9.3% | -10.6% |
| 3M | -7.4% | +24.6% | -32.0% | -11.2% |
| 6M | -19.3% | +105.9% | -125.2% | -31.4% |
| YTD | -27.8% | +88.5% | -116.3% | -37.4% |
| 1Y | -35.9% | +62.1% | -98.0% | -42.6% |
| 3Y | -1.9% | +169.1% | -171.0% | -21.5% |
| All | -1.9% | +165.5% | -167.4% | -21.5% |
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