+17,983.5%
NTAP vs KIM
+1,296.0%
+16,687.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -15.1% | +4.1% | -19.1% | -16.3% |
| 30D | -28.1% | +16.8% | -44.9% | -31.9% |
| 3M | -11.4% | +5.7% | -17.1% | -13.4% |
| 6M | +52.2% | +9.7% | +42.5% | +46.3% |
| YTD | +60.4% | +30.2% | +30.2% | +45.1% |
| 1Y | +51.0% | +32.1% | +18.9% | +35.8% |
| 3Y | +135.6% | +58.6% | +77.0% | +96.7% |
| 5Y | +107.5% | +31.2% | +76.4% | +83.0% |
| 10Y | +608.6% | +66.7% | +542.0% | +422.5% |
| All | +17,983.5% | +1,296.0% | +16,687.5% | +3,846.2% |
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