-24.6%
KVUE vs NTAP
+216.8%
-241.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.5% |
| 7D | -7.2% | +2.2% | -9.4% | -7.2% |
| 30D | -5.7% | -7.0% | +1.3% | -5.8% |
| 3M | +0.2% | +12.3% | -12.1% | +0.3% |
| 6M | 0.0% | +85.1% | -85.1% | -0.6% |
| YTD | +6.5% | +74.8% | -68.3% | +5.9% |
| 1Y | -1.4% | +52.7% | -54.1% | -1.8% |
| 3Y | -5.6% | +147.7% | -153.3% | -10.2% |
| All | -24.6% | +216.8% | -241.4% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling