+625.8%
NTAP vs KEYS
+1,049.9%
-424.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.0% | +4.6% | +6.6% |
| 7D | +7.4% | +3.5% | +3.9% | +5.7% |
| 30D | -1.4% | -4.5% | +3.1% | +0.8% |
| 3M | +24.6% | -0.4% | +25.0% | +23.5% |
| 6M | +105.9% | +19.1% | +86.8% | +84.5% |
| YTD | +88.5% | +66.7% | +21.9% | +37.5% |
| 1Y | +62.1% | +96.5% | -34.4% | +7.5% |
| 3Y | +169.1% | +155.2% | +13.9% | +51.3% |
| 5Y | +141.9% | +88.0% | +53.9% | +55.7% |
| All | +625.8% | +1,049.9% | -424.1% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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