+7,519.4%
NTAP vs KMX
+475.4%
+7,044.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | -0.5% | +11.7% | -12.2% | -3.6% |
| 3M | +4.1% | +34.9% | -30.8% | -4.8% |
| 6M | +88.0% | +50.3% | +37.7% | +65.6% |
| YTD | +75.6% | +63.8% | +11.8% | +50.6% |
| 1Y | +58.9% | +3.8% | +55.1% | +51.2% |
| 3Y | +153.6% | -24.3% | +177.8% | +155.3% |
| 5Y | +127.6% | -50.2% | +177.9% | +146.1% |
| 10Y | +580.4% | +5.4% | +575.0% | +468.0% |
| All | +7,519.4% | +475.4% | +7,044.0% | +3,330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling