+143.4%
NTAP vs KEEL
-34.6%
+178.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.8% | +4.8% | +8.2% |
| 7D | +7.4% | +2.9% | +4.5% | +7.1% |
| 30D | -1.4% | +0.8% | -2.2% | -1.9% |
| 3M | +24.6% | -35.3% | +59.9% | +28.1% |
| 6M | +105.9% | +59.4% | +46.5% | +91.7% |
| YTD | +88.5% | +51.9% | +36.6% | +74.7% |
| 1Y | +62.1% | +75.0% | -12.9% | +44.5% |
| 3Y | +169.1% | +224.5% | -55.5% | +105.1% |
| All | +143.4% | -34.6% | +178.0% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 5y: compounded portfolio wealth divided by compounded KEEL 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…
5y analysis · Full analysis span regression · 6 months rolling