+86.2%
KRE vs NVD
-99.1%
+185.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -1.8% | +10.8% | -12.7% | -1.3% |
| 30D | -4.5% | +0.8% | -5.3% | -4.3% |
| 3M | +2.7% | -20.8% | +23.6% | +1.9% |
| 6M | +16.9% | -41.2% | +58.0% | +14.4% |
| YTD | +15.4% | -44.2% | +59.6% | +12.9% |
| 1Y | +16.1% | -54.2% | +70.2% | +12.8% |
| 3Y | +85.7% | -99.1% | +184.9% | +47.3% |
| All | +86.2% | -99.1% | +185.3% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling