+589.7%
NTAP vs KIM
+29.7%
+560.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | +2.2% | -1.0% | +3.2% | +2.5% |
| 30D | -7.0% | -1.1% | -6.0% | -6.7% |
| 3M | +12.3% | -5.3% | +17.6% | +14.0% |
| 6M | +85.1% | +3.9% | +81.2% | +81.8% |
| YTD | +74.8% | +20.3% | +54.5% | +63.5% |
| 1Y | +52.7% | +10.4% | +42.2% | +46.7% |
| 3Y | +147.7% | +46.3% | +101.3% | +114.8% |
| 5Y | +124.8% | +37.6% | +87.2% | +97.5% |
| 10Y | +589.7% | +34.5% | +555.2% | +451.2% |
| All | +589.7% | +29.7% | +560.0% | +451.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling