+48.6%
KRE vs NVT
+731.8%
-683.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -2.2% |
| 7D | -1.8% | +4.1% | -5.9% | -4.0% |
| 30D | -4.5% | -5.1% | +0.6% | -2.5% |
| 3M | +2.7% | -1.2% | +3.9% | +0.6% |
| 6M | +16.9% | +46.6% | -29.7% | -10.3% |
| YTD | +15.4% | +60.0% | -44.6% | -16.5% |
| 1Y | +16.1% | +70.8% | -54.7% | -20.5% |
| 3Y | +85.7% | +187.5% | -101.8% | -16.0% |
| 5Y | +33.3% | +426.1% | -392.9% | -61.2% |
| All | +48.6% | +731.8% | -683.1% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling