-1.9%
KWEB vs NVT
+190.9%
-192.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -4.0% | -0.1% |
| 7D | -5.6% | +4.1% | -9.6% | -6.2% |
| 30D | -10.7% | -5.1% | -5.5% | -10.0% |
| 3M | -7.4% | -1.2% | -6.2% | -7.9% |
| 6M | -19.3% | +46.6% | -65.9% | -26.3% |
| YTD | -27.8% | +60.0% | -87.7% | -35.3% |
| 1Y | -35.9% | +70.8% | -106.7% | -43.5% |
| 3Y | -1.9% | +187.5% | -189.5% | -26.7% |
| All | -1.9% | +190.9% | -192.8% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling