+68.0%
NTAP vs KIM
+30.6%
+37.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.4% |
| 7D | +7.2% | +0.1% | +7.1% | +7.2% |
| 30D | -18.4% | +14.1% | -32.5% | -14.9% |
| 3M | -11.3% | +6.0% | -17.3% | -8.9% |
| 6M | +53.8% | +13.2% | +40.5% | +58.7% |
| YTD | +72.0% | +30.4% | +41.6% | +69.3% |
| 1Y | +68.0% | +31.0% | +37.0% | +65.1% |
| All | +68.0% | +30.6% | +37.4% | +65.1% |
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