+65.8%
KR vs NVTS
-16.8%
+82.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.6% | +2.8% |
| 7D | -0.2% | -1.4% | +1.3% | -0.2% |
| 30D | +5.1% | -16.5% | +21.6% | +4.7% |
| 3M | -8.2% | -47.6% | +39.5% | -9.1% |
| 6M | -18.0% | +7.3% | -25.3% | -17.4% |
| YTD | -4.8% | +62.9% | -67.7% | -3.2% |
| 1Y | -11.0% | +91.3% | -102.3% | -9.1% |
| 3Y | +37.7% | +43.4% | -5.7% | +44.3% |
| All | +65.8% | -16.8% | +82.6% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling