+1.6%
KWEB vs NVD
-99.1%
+100.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -5.6% | +10.8% | -16.4% | -4.6% |
| 30D | -10.7% | +0.8% | -11.4% | -10.4% |
| 3M | -7.4% | -20.8% | +13.4% | -8.8% |
| 6M | -19.3% | -41.2% | +21.8% | -22.0% |
| YTD | -27.8% | -44.2% | +16.4% | -30.1% |
| 1Y | -35.9% | -54.2% | +18.2% | -38.5% |
| 3Y | -1.9% | -99.1% | +97.2% | -32.5% |
| All | +1.6% | -99.1% | +100.8% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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