+19,601.1%
NTAP vs KNX
+4,774.3%
+14,826.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.4% |
| 7D | +2.2% | +2.3% | -0.1% | +1.4% |
| 30D | -7.0% | +0.5% | -7.5% | -7.3% |
| 3M | +12.3% | -14.1% | +26.4% | +17.5% |
| 6M | +85.1% | +19.8% | +65.4% | +72.8% |
| YTD | +74.8% | +32.7% | +42.0% | +57.2% |
| 1Y | +52.7% | +62.3% | -9.7% | +27.7% |
| 3Y | +147.7% | +36.8% | +110.8% | +113.5% |
| 5Y | +124.8% | +41.8% | +83.0% | +88.6% |
| 10Y | +589.7% | +169.7% | +420.0% | +344.5% |
| All | +19,601.1% | +4,774.3% | +14,826.8% | +6,291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling