+131.1%
NTAP vs KIM
+34.4%
+96.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -0.5% | -4.0% | +3.4% | +0.9% |
| 3M | +4.1% | +0.5% | +3.5% | +3.3% |
| 6M | +88.0% | +3.6% | +84.3% | +83.9% |
| YTD | +75.6% | +20.4% | +55.1% | +61.0% |
| 1Y | +58.9% | +9.7% | +49.2% | +51.4% |
| 3Y | +153.6% | +46.0% | +107.6% | +109.4% |
| All | +131.1% | +34.4% | +96.6% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling