+136.7%
NTAP vs KEY
+39.4%
+97.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 7D | +3.3% | +2.7% | +0.5% | +2.3% |
| 30D | -0.2% | -3.2% | +3.0% | +0.8% |
| 3M | +11.4% | +1.0% | +10.4% | +10.9% |
| 6M | +88.7% | +11.9% | +76.8% | +81.3% |
| YTD | +78.9% | +8.7% | +70.2% | +73.4% |
| 1Y | +58.8% | +18.5% | +40.4% | +49.5% |
| 3Y | +153.5% | +124.0% | +29.6% | +93.8% |
| 5Y | +136.7% | +40.8% | +95.9% | +107.9% |
| All | +136.7% | +39.4% | +97.3% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling