+589.7%
NTAP vs KEY
+107.2%
+482.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +3.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.1% |
| 30D | -23.4% | +6.7% | -30.2% | -25.2% |
| 3M | -7.5% | -4.6% | -2.9% | -6.0% |
| 6M | +56.4% | +2.6% | +53.8% | +54.3% |
| YTD | +73.6% | +7.0% | +66.7% | +68.4% |
| 1Y | +68.4% | +23.5% | +44.9% | +54.9% |
| 3Y | +150.6% | +126.4% | +24.2% | +81.0% |
| 5Y | +122.5% | +13.0% | +109.4% | +97.8% |
| 10Y | +589.7% | +99.5% | +490.2% | +361.3% |
| All | +589.7% | +107.2% | +482.5% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling