+31.7%
KRE vs NVT
+419.5%
-387.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -1.6% |
| 7D | -1.8% | +4.1% | -5.9% | -3.4% |
| 30D | -4.5% | -5.1% | +0.6% | -3.0% |
| 3M | +2.7% | -1.2% | +3.9% | +1.4% |
| 6M | +16.9% | +46.6% | -29.7% | -4.2% |
| YTD | +15.4% | +60.0% | -44.6% | -9.6% |
| 1Y | +16.1% | +70.8% | -54.7% | -13.0% |
| 3Y | +85.7% | +187.5% | -101.8% | -3.1% |
| All | +31.7% | +419.5% | -387.9% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling