+21.1%
NVDL vs KR
-18.0%
+39.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | +2.6% |
| 7D | -10.3% | -0.2% | -10.2% | -10.6% |
| 30D | -7.1% | +5.1% | -12.2% | -2.0% |
| 3M | +6.6% | -8.2% | +14.7% | -0.1% |
| 6M | +21.1% | -18.0% | +39.1% | +0.1% |
| All | +21.1% | -18.0% | +39.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 6mo: compounded portfolio wealth divided by compounded KR 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…
6mo analysis · Full analysis span regression · 6 months rolling