-11.7%
KR vs NVT
+73.8%
-85.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.8% |
| 7D | +1.5% | +5.1% | -3.6% | +2.7% |
| 30D | +4.1% | -3.7% | +7.8% | +3.4% |
| 3M | -5.2% | -10.1% | +4.9% | -6.4% |
| 6M | -12.8% | +37.5% | -50.2% | -4.8% |
| YTD | -4.6% | +53.7% | -58.3% | +6.6% |
| 1Y | -11.7% | +70.9% | -82.5% | +2.7% |
| All | -11.7% | +73.8% | -85.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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