+68.1%
NTAP vs KIM
+33.1%
+35.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -0.4% |
| 7D | -16.1% | +10.6% | -26.7% | -13.3% |
| 30D | -15.9% | +17.5% | -33.4% | -11.7% |
| 3M | -1.2% | +4.7% | -5.9% | +1.4% |
| 6M | +70.1% | +13.1% | +56.9% | +76.2% |
| YTD | +77.9% | +32.1% | +45.9% | +77.3% |
| 1Y | +68.1% | +32.7% | +35.5% | +67.4% |
| All | +68.1% | +33.1% | +35.0% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling