-1.9%
KWEB vs NVS
+54.2%
-56.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | -14.3% | +8.7% | -3.0% |
| 30D | -10.7% | -10.0% | -0.7% | -9.2% |
| 3M | -7.4% | -10.9% | +3.5% | -5.8% |
| 6M | -19.3% | -12.0% | -7.4% | -17.8% |
| YTD | -27.8% | +2.5% | -30.3% | -28.6% |
| 1Y | -35.9% | +10.7% | -46.6% | -37.8% |
| 3Y | -1.9% | +53.3% | -55.2% | -11.5% |
| All | -1.9% | +54.2% | -56.1% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling