+149.6%
KRE vs NVS
+501.8%
-352.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -1.1% | -15.4% | +14.3% | +7.7% |
| 30D | -3.4% | -12.3% | +8.9% | +2.6% |
| 3M | +3.7% | -7.8% | +11.5% | +6.5% |
| 6M | +14.8% | -13.0% | +27.7% | +21.7% |
| YTD | +14.7% | +2.8% | +11.9% | +9.8% |
| 1Y | +16.0% | +10.6% | +5.4% | +5.9% |
| 3Y | +84.3% | +55.1% | +29.2% | +33.4% |
| 5Y | +30.9% | +91.7% | -60.8% | -19.2% |
| 10Y | +122.0% | +181.2% | -59.3% | +2.5% |
| All | +149.6% | +501.8% | -352.2% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling