-27.2%
KWEB vs NVTS
+109.2%
-136.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.3% | +1.7% |
| 7D | -1.0% | +2.7% | -3.7% | -1.2% |
| 30D | -8.7% | -4.5% | -4.3% | -8.6% |
| 3M | -4.0% | -61.5% | +57.5% | +0.6% |
| 6M | -13.1% | +28.0% | -41.1% | -18.9% |
| YTD | -23.5% | +65.3% | -88.8% | -30.9% |
| 1Y | -27.2% | +113.0% | -140.2% | -38.5% |
| All | -27.2% | +109.2% | -136.4% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling