+7,362.9%
NTAP vs KMX
+383.8%
+6,979.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.9% |
| 7D | +7.2% | +3.4% | +3.8% | +6.2% |
| 30D | -18.4% | +6.8% | -25.2% | -20.1% |
| 3M | -11.3% | -11.4% | +0.1% | -9.1% |
| 6M | +53.8% | +43.6% | +10.2% | +37.4% |
| YTD | +72.0% | +37.7% | +34.2% | +53.5% |
| 1Y | +68.0% | +53.0% | +15.1% | +45.5% |
| 3Y | +149.5% | -16.3% | +165.8% | +144.0% |
| 5Y | +125.6% | -64.2% | +189.8% | +166.2% |
| 10Y | +583.1% | -2.8% | +586.0% | +480.3% |
| All | +7,362.9% | +383.8% | +6,979.1% | +3,396.2% |
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