-20.2%
KR vs NVD
-43.5%
+23.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.3% |
| 7D | -2.7% | +9.0% | -11.7% | -3.9% |
| 30D | +1.9% | -5.5% | +7.4% | +2.4% |
| 3M | -11.0% | -24.6% | +13.6% | -8.2% |
| 6M | -20.2% | -42.1% | +21.9% | -12.3% |
| All | -20.2% | -43.5% | +23.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 6mo: compounded portfolio wealth divided by compounded NVD 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…
6mo analysis · Full analysis span regression · 6 months rolling