+58.9%
NTAP vs KVYO
-39.6%
+98.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +0.9% |
| 7D | -0.8% | -7.6% | +6.9% | +0.3% |
| 30D | -0.5% | -3.6% | +3.0% | -0.6% |
| 3M | +4.1% | +17.9% | -13.9% | +0.3% |
| 6M | +88.0% | -4.7% | +92.7% | +82.4% |
| YTD | +75.6% | -42.7% | +118.3% | +81.8% |
| 1Y | +58.9% | -40.3% | +99.2% | +59.4% |
| All | +58.9% | -39.6% | +98.6% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 1y: compounded portfolio wealth divided by compounded KVYO 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…
1y analysis · Full analysis span regression · 6 months rolling