+19,691.7%
NTAP vs KIM
+1,191.0%
+18,500.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3M | +4.1% | +0.5% | +3.5% | +3.5% |
| 6M | +88.0% | +3.6% | +84.3% | +84.6% |
| YTD | +75.6% | +20.4% | +55.1% | +63.6% |
| 1Y | +58.9% | +9.7% | +49.2% | +52.7% |
| 3Y | +153.6% | +46.0% | +107.6% | +118.0% |
| 5Y | +127.6% | +34.4% | +93.2% | +99.3% |
| 10Y | +580.4% | +29.3% | +551.1% | +449.0% |
| All | +19,691.7% | +1,191.0% | +18,500.8% | +4,349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling