+17,983.5%
NTAP vs KEY
+250.3%
+17,733.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -15.1% | -1.3% | -13.8% | -14.7% |
| 30D | -28.1% | +5.1% | -33.2% | -29.3% |
| 3M | -11.4% | -7.1% | -4.3% | -9.3% |
| 6M | +52.2% | -4.4% | +56.6% | +53.8% |
| YTD | +60.4% | +4.0% | +56.4% | +57.3% |
| 1Y | +51.0% | +23.4% | +27.6% | +39.7% |
| 3Y | +135.6% | +113.9% | +21.6% | +77.5% |
| 5Y | +107.5% | +12.3% | +95.2% | +83.8% |
| 10Y | +608.6% | +125.5% | +483.1% | +359.6% |
| All | +17,983.5% | +250.3% | +17,733.2% | +5,354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling