+124.8%
NTAP vs KMX
-54.2%
+178.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.2% |
| 7D | +2.2% | -1.9% | +4.1% | +2.6% |
| 30D | -7.0% | +2.6% | -9.6% | -7.7% |
| 3M | +12.3% | +25.6% | -13.3% | +5.5% |
| 6M | +85.1% | +41.9% | +43.3% | +67.3% |
| YTD | +74.8% | +56.0% | +18.7% | +53.9% |
| 1Y | +52.7% | -1.8% | +54.5% | +48.8% |
| 3Y | +147.7% | -25.7% | +173.4% | +153.2% |
| 5Y | +124.8% | -54.7% | +179.5% | +151.6% |
| All | +124.8% | -54.2% | +178.9% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling