+58.9%
NTAP vs KIM
+9.1%
+49.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | 0.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | -0.5% | -5.1% | +4.6% | -1.0% |
| 3M | +4.1% | -0.6% | +4.7% | +3.8% |
| 6M | +88.0% | +2.4% | +85.6% | +86.2% |
| YTD | +75.6% | +19.0% | +56.6% | +66.5% |
| 1Y | +58.9% | +8.4% | +50.5% | +50.7% |
| All | +58.9% | +9.1% | +49.8% | +50.7% |
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