+177.7%
NTAP vs KVYO
-55.5%
+233.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +8.3% |
| 7D | +7.4% | -12.1% | +19.5% | +9.7% |
| 30D | -1.4% | -5.2% | +3.8% | -1.0% |
| 3M | +24.6% | +14.5% | +10.1% | +19.8% |
| 6M | +105.9% | -17.6% | +123.5% | +105.4% |
| YTD | +88.5% | -49.6% | +138.1% | +104.3% |
| 1Y | +62.1% | -48.6% | +110.7% | +73.8% |
| All | +177.7% | -55.5% | +233.2% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling