+625.8%
NTAP vs KNX
+166.7%
+459.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.5% | +10.1% | +9.1% |
| 7D | +7.4% | -5.6% | +13.0% | +9.4% |
| 30D | -1.4% | -4.4% | +3.0% | 0.0% |
| 3M | +24.6% | -17.3% | +41.9% | +32.2% |
| 6M | +105.9% | +22.6% | +83.3% | +90.0% |
| YTD | +88.5% | +31.1% | +57.4% | +69.1% |
| 1Y | +62.1% | +60.2% | +1.9% | +34.6% |
| 3Y | +169.1% | +35.8% | +133.3% | +129.5% |
| 5Y | +141.9% | +38.9% | +103.0% | +101.0% |
| All | +625.8% | +166.7% | +459.0% | +365.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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