+169.1%
NTAP vs KEYS
+154.3%
+14.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.0% | +4.6% | +6.9% |
| 7D | +7.4% | +3.5% | +3.9% | +6.0% |
| 30D | -1.4% | -4.5% | +3.1% | +0.4% |
| 3M | +24.6% | -0.4% | +25.0% | +23.7% |
| 6M | +105.9% | +19.1% | +86.8% | +87.7% |
| YTD | +88.5% | +66.7% | +21.9% | +41.3% |
| 1Y | +62.1% | +96.5% | -34.4% | +10.2% |
| 3Y | +169.1% | +155.2% | +13.9% | +53.6% |
| All | +169.1% | +154.3% | +14.7% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling