+568.7%
NTAP vs KMX
+10.2%
+558.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.0% | -3.4% | +2.4% | -0.1% |
| 30D | -7.5% | +4.0% | -11.5% | -8.6% |
| 3M | +14.6% | +24.8% | -10.2% | +6.9% |
| 6M | +91.0% | +43.6% | +47.4% | +69.5% |
| YTD | +73.7% | +56.6% | +17.1% | +49.9% |
| 1Y | +51.2% | +2.2% | +49.0% | +44.7% |
| 3Y | +146.1% | -25.4% | +171.6% | +150.4% |
| 5Y | +122.8% | -55.0% | +177.9% | +153.0% |
| All | +568.7% | +10.2% | +558.5% | +472.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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