+21.3%
KWEB vs NTAP
+510.0%
-488.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.6% |
| 7D | -3.6% | +2.2% | -5.8% | -4.3% |
| 30D | -14.9% | -7.0% | -7.9% | -13.1% |
| 3M | -5.4% | +12.3% | -17.7% | -9.5% |
| 6M | -18.9% | +85.1% | -104.0% | -35.4% |
| YTD | -27.2% | +74.8% | -102.0% | -41.2% |
| 1Y | -34.2% | +52.7% | -86.9% | -44.4% |
| 3Y | +0.6% | +147.7% | -147.0% | -31.1% |
| 5Y | -43.5% | +124.8% | -168.3% | -60.4% |
| 10Y | -20.6% | +589.7% | -610.3% | -64.7% |
| All | +21.3% | +510.0% | -488.7% | -44.2% |
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