-24.5%
KVUE vs NTAP
+241.7%
-266.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.5% | -8.6% | +0.1% |
| 7D | -5.1% | +7.4% | -12.5% | -5.0% |
| 30D | -6.3% | -1.4% | -5.0% | -6.3% |
| 3M | -0.5% | +24.6% | -25.1% | -0.2% |
| 6M | +3.1% | +105.9% | -102.8% | +2.6% |
| YTD | +6.7% | +88.5% | -81.8% | +6.2% |
| 1Y | -1.1% | +62.1% | -63.2% | -1.5% |
| 3Y | -8.7% | +169.1% | -177.8% | -13.2% |
| All | -24.5% | +241.7% | -266.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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