-44.9%
KWEB vs NVTS
-16.8%
-28.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | +0.3% |
| 7D | -5.6% | -1.4% | -4.1% | -5.5% |
| 30D | -10.7% | -16.5% | +5.8% | -9.5% |
| 3M | -7.4% | -47.6% | +40.2% | -3.3% |
| 6M | -19.3% | +7.3% | -26.6% | -22.9% |
| YTD | -27.8% | +62.9% | -90.6% | -34.4% |
| 1Y | -35.9% | +91.3% | -127.2% | -43.7% |
| 3Y | -1.9% | +43.4% | -45.3% | -15.0% |
| All | -44.9% | -16.8% | -28.1% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling