+539.4%
NTAP vs KEYS
+1,086.4%
-547.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | +2.2% | +2.9% | -0.7% | +0.8% |
| 30D | -7.0% | -1.3% | -5.7% | -6.6% |
| 3M | +12.3% | -0.1% | +12.4% | +11.0% |
| 6M | +85.1% | +17.4% | +67.7% | +67.4% |
| YTD | +74.8% | +62.9% | +11.9% | +30.0% |
| 1Y | +52.7% | +95.7% | -43.1% | +2.6% |
| 3Y | +147.7% | +150.2% | -2.5% | +43.3% |
| 5Y | +124.8% | +83.1% | +41.7% | +48.7% |
| 10Y | +589.7% | +1,020.9% | -431.2% | +87.0% |
| All | +539.4% | +1,086.4% | -547.1% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling