+31.7%
KRE vs NVS
+92.9%
-61.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -1.8% | -14.3% | +12.4% | +1.7% |
| 30D | -4.5% | -10.0% | +5.5% | -2.5% |
| 3M | +2.7% | -10.9% | +13.6% | +5.0% |
| 6M | +16.9% | -12.0% | +28.8% | +19.7% |
| YTD | +15.4% | +2.5% | +12.8% | +12.6% |
| 1Y | +16.1% | +10.7% | +5.4% | +10.5% |
| 3Y | +85.7% | +53.3% | +32.4% | +56.0% |
| All | +31.7% | +92.9% | -61.2% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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