+85.5%
KRE vs NVD
-99.1%
+184.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | +0.7% |
| 7D | -1.4% | +9.0% | -10.5% | -0.9% |
| 30D | -3.9% | -5.5% | +1.6% | -4.0% |
| 3M | +3.6% | -24.6% | +28.3% | +2.5% |
| 6M | +15.4% | -42.1% | +57.4% | +12.9% |
| YTD | +15.2% | -44.3% | +59.6% | +12.8% |
| 1Y | +16.5% | -54.2% | +70.6% | +13.2% |
| All | +85.5% | -99.1% | +184.6% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling