+31.7%
KRE vs NVMI
+261.9%
-230.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -4.5% | -8.4% | +3.9% | -3.1% |
| 3M | +2.7% | -33.6% | +36.3% | +9.5% |
| 6M | +16.9% | -14.7% | +31.5% | +17.2% |
| YTD | +15.4% | +13.2% | +2.1% | +8.4% |
| 1Y | +16.1% | +29.0% | -12.9% | +5.2% |
| 3Y | +85.7% | +215.0% | -129.3% | +25.9% |
| All | +31.7% | +261.9% | -230.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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