+150.8%
KRE vs NVMI
+18,201.5%
-18,050.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | -1.4% | +3.8% | -5.2% | -2.0% |
| 30D | -3.9% | -7.6% | +3.7% | -2.9% |
| 3M | +3.6% | -28.0% | +31.6% | +7.6% |
| 6M | +15.4% | -15.3% | +30.7% | +16.3% |
| YTD | +15.2% | +11.5% | +3.8% | +11.1% |
| 1Y | +16.5% | +31.6% | -15.1% | +9.1% |
| 3Y | +85.2% | +207.0% | -121.8% | +49.1% |
| 5Y | +33.1% | +262.8% | -229.7% | +3.1% |
| 10Y | +123.1% | +3,074.6% | -2,951.5% | +31.5% |
| All | +150.8% | +18,201.5% | -18,050.7% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling