+38.1%
KRE vs NVDL
+2,480.8%
-2,442.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +0.8% |
| 7D | -1.4% | -8.7% | +7.3% | -0.9% |
| 30D | -3.9% | -1.3% | -2.6% | -4.0% |
| 3M | +3.6% | +11.4% | -7.7% | +2.4% |
| 6M | +15.4% | +22.9% | -7.5% | +12.7% |
| YTD | +15.2% | +15.4% | -0.2% | +12.6% |
| 1Y | +16.5% | +18.8% | -2.3% | +13.0% |
| 3Y | +85.2% | +641.4% | -556.2% | +44.9% |
| All | +38.1% | +2,480.8% | -2,442.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 all: compounded portfolio wealth divided by compounded NVDL 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…
all analysis · Full analysis span regression · 6 months rolling