+176.6%
KR vs NVT
+731.8%
-555.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -1.9% | +2.7% |
| 7D | -0.2% | +4.1% | -4.2% | -0.2% |
| 30D | +5.1% | -5.1% | +10.2% | +5.0% |
| 3M | -8.2% | -1.2% | -7.0% | -8.1% |
| 6M | -18.0% | +46.6% | -64.6% | -18.7% |
| YTD | -4.8% | +60.0% | -64.8% | -6.0% |
| 1Y | -11.0% | +70.8% | -81.8% | -12.5% |
| 3Y | +37.7% | +187.5% | -149.9% | +30.5% |
| 5Y | +52.8% | +426.1% | -373.4% | +37.5% |
| All | +176.6% | +731.8% | -555.2% | +147.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling