+569.6%
NTAP vs KEY
+173.8%
+395.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.8% | +2.2% | -3.0% | -1.6% |
| 30D | -0.5% | -3.0% | +2.5% | +0.6% |
| 3M | +4.1% | +3.3% | +0.7% | +2.7% |
| 6M | +88.0% | +9.2% | +78.8% | +81.2% |
| YTD | +75.6% | +10.6% | +64.9% | +68.4% |
| 1Y | +58.9% | +20.4% | +38.5% | +47.5% |
| 3Y | +153.6% | +121.8% | +31.7% | +83.7% |
| 5Y | +127.6% | +41.1% | +86.5% | +85.5% |
| All | +569.6% | +173.8% | +395.9% | +293.4% |
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