-11.0%
KR vs NVTS
+105.1%
-116.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.6% | +2.9% |
| 7D | -0.2% | -1.4% | +1.3% | -0.2% |
| 30D | +5.1% | -16.5% | +21.6% | +4.1% |
| 3M | -8.2% | -47.6% | +39.5% | -10.3% |
| 6M | -18.0% | +7.3% | -25.3% | -17.0% |
| YTD | -4.8% | +62.9% | -67.7% | -2.2% |
| 1Y | -11.0% | +91.3% | -102.3% | -7.0% |
| All | -11.0% | +105.1% | -116.1% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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